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CBOE's VIX Options Establish New Single-Day Volume Record: Nearly 1.8 Million Contracts Change Hands

Date 08/10/2013

Chicago Board Options Exchange® (CBOE®) today reported that options on the CBOE Volatility Index® (VIX® index) established an all-time, single-day volume record. Options volume totaled an estimated 1,782,329 contracts, surpassing the previous record of 1,399,867, contracts traded on April 15, 2013.

Year to date through September, VIX options average daily volume (ADV) was 565,040 contracts, a 32-percent increase over the same period a year ago. VIX futures ADV year to date through September was nearly 160,000 contracts, an 86-percent increase over the same period a year ago.