Tag Archives: weekly

Records for VIX Futures and for SPXW Wednesday Expirations – by Matt Moran

Below are updates on (1) VIX futures, (2) SPXW Wednesday-Expiring Weekly options, and (3) the BPVIX Index. (1.) RECORD OPEN INTEREST. Futures on the CBOE Volatility Index® (VIX®), which launched in 2004, experienced some milestones regarding open interest in recent days – VIX futures open interest surpassed 500,000 for the first time on June 6; […]

New VIX Weeklys – More Responsiveness in Recent Weeks – by Matt Moran

VIX® Weeklys futures began trading at CBOE Futures Exchange (CFE®) on July 23, 2015. VIX Weeklys options are expected to begin trading at CBOE® on October 8, 2015. One of the most important features of the new VIX Weeklys is the fact that these products have the potential to provide more trading precision and responsiveness […]

VIX Spot Index to Include SPX Weekly Options Beginning Oct. 6 – By Matt Moran

Beginning Monday, October 6, 2014, CBOE will calculate the spot value of the CBOE Volatility Index® (VIX®) using S&P 500® Index (SPX) options with weekly and standard 3rd Friday expirations that more closely bracket the 30-day target timeframe. While this change is not expected to have a dramatic impact on the spot VIX Index (see […]

Y-T-D Volume – VIX Options Up 28.7%; SPX Weeklys Up 37.6% – by Matt Moran

As shown in the charts below, key index products continue to have strong volume trends in 2014. Here are the percentage changes for average daily volume in the period of Jan. through April 2014 over the figures for the entire year of 2013 – Options on the CBOE Volatility Index® (VIX®) – Up 28.7% Futures […]

Record Volume Month for SPXW and VIX Options, and VIX Futures – By Matt Moran

In the month of January 2014, monthly volume records were established by S&P 500 Weekly options (SPXW), and by both options and futures on the CBOE Volatility Index® (VIX®). SPXW options had average daily volume of 278,537 in January. S&P 500 Weekly options are PM-settled on the last trading day, typically a Friday. As with […]

  • CATEGORIES

  • Recent Comments

  • Tags

  • authors

  •  

  • Quick Links

  • Blogroll

  • Follow Us

    RSSTwitterFacebookLinkedInYouTube
  • Archives