Tag Archives: VSTOXX

20 Volatility Indexes in 2016: BPVIX Rose 277% Pre-Brexit, and On Election Night VIX Futures Rose 55%

Dozens of worldwide volatility indexes can serve as valuable tools for investors who wish to gauge intraday and long-term sentiment changes related to a variety of asset classes. In addition, investors take long and short positions in futures and options on key volatility indexes. The tables and seven graphs below provide an overview of the […]

The Greece Crisis is Not Our Concern, Say US Options Investors

English speakers have grown to love the German word schadenfreude. But what’s the single word for indifference to the suffering of others? We need to figure this out to describe what’s happening in the US options markets. For the past decade, European and US options investors have been sympathetic to each other’s pains. When we […]

VIX Extended Hours Trading Volume Continues to Grow

Every morning that I’m at CBOE I will check the VIX futures volume in the extended hours session and put a tweet out regarding the volume and front month price change.  Here is today’s tweet –   Almost 34,000 $VIX Futures traded in extended hours trading today – Feb VIX up 0.85 to 16.05 – […]

Total VIX Futures Volume Sets Record for 3rd Month in a Row By Matt Moran

A record 3,220,977 futures contracts on the CBOE Volatility Index® (VIX®) traded during March, exceeding the 3,062,344 contracts traded in February (the previous record) by five percent. March’s VIX futures volume rose by 64 percent when compared to the 1,963,893 contracts traded a year ago.  VIX futures have set all-time total volume records for three […]

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