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FTSE Mondo Visione Exchanges Index:

CBOE's VIX Options Establish New Single-Day Volume Record

Date 20/03/2013

Chicago Board Options Exchange® (CBOE®) today reported that options on the CBOE Volatility Index® (VIX® index) established an all-time, single-day volume record, totaling an estimated 1,392,621 contracts. Today's VIX options volume beat the previous record of 1,388,634 contracts traded on February 26, 2013.

CBOE Futures Exchange's (CFE®) VIX futures set their third-best volume day ever as an estimated 298,781 contracts changed hands, just under the record 302,278 contracts traded on February 25 and 299,566 contracts on February 26.

VIX options and futures have also established record-breaking monthly trading volumes this year:

  • In January, VIX options recorded their best month ever with an average daily volume (ADV) of 680,822 contracts, exceeding the previous record ADV of 582,022 contracts set in August 2011.
  • In February, VIX futures reached an all-time high for any month with ADV of 161,176 contracts, topping the previous ADV monthly record of 137,988 contracts set in January 2013.