Ideally 2000 companies should be weighted equally (same cash value in ETF for each stock), not proportional to its market cap.
Equal-weighted ETFs with 2000 companies and no S&P 500 components used to exist in the US. The Guggenheim Russell 2000 Equal Weight ETF (NYSE Arca: EWRS) changed to track another index in 2016, becoming EWSC (see below), so it is gone now. The Invesco Russell 2000 Equal Weight ETF (NYSE Arca: EQWS) fit all your requirements. Unfortunately, such ETFs are not popular, and Invesco liquidated the ETF in 2019.
As far as I can see, there are no US ETFs that fit all your requirements at the moment.
The closest I can find are:
- Invesco S&P MidCap 400 Equal Weight ETF (NYSE Arca: EWMC)
- Invesco S&P SmallCap 600 Equal Weight ETF (NYSE Arca: EWSC)
But these have less than 2000 companies, and do not have options.
There aren't that many equal-weighted ETFs in the first place. Within the small number of equal-weighted ETFs, most of them have large-caps in them. So a requirement to exclude S&P 500 companies leaves zero or nearly zero ETFs to choose from. Add your options trading requirement… you will have no ETFs left.
The equal-weighted Russell 2000 ETFs had small AUMs. Their liquidation and transformation over the past few years is a sign that they are not commercially viable.