I am researching the use of options in swing trading the Russell 2000. It appears there are options traded on the IShares Russell 2000 ETF (AMEX:IWM) on the CBOE (IWT) and the AMEX (XIP). It also appears there are are options traded on the index itself (RUT) at CBOE. I assume, perhaps, there are also options traded on the Russell 2000 futures.
My question is: where would I find the most liquidity?
My question is: where would I find the most liquidity?