VIX Futures Record Volume Day, as VIX Options Put/Call Ratio Rises to 1.3

On June 18 the trading volume in futures on the CBOE Volatility Index® (VIX®) established a new single-day record today as 159,744 contracts traded, eclipsing the previous record of 152,067 contracts on August 5, 2011.

Also on June 18 the daily put/call ratio for VIX options rose to 1.3, its highest daily level since May 25th. The average daily put/call ratio for VIX options in 2012 so far is about 0.67.


Below are 5 charts relating to the past 6 trading days.

The VIX options daily put/call ratio rose from 0.25 on June 11 to 1.30 on June 18.

On June 18th the closing value of the VIX spot was 18.32, its lowest closing value since May 3, 2012. VIX futures were priced higher; see for quotes on VIX futures prices.



The topics of VIX and volatility will be covered by several speakers at CBOE’s inaugural Risk Management Conference (RMC) in Europe. Now in its 28th year in the U.S., the first RMC Europe will be held on 5 – 7 September 2012 at The Ritz-Carlton Powerscourt, County Wicklow, Ireland. Topics include “Forecasting Volatility and Volatility as an Asset Class” and “Trading Implied Volatility,” and among the scheduled speakers will be —

  • Andrew Harmstone, Morgan Stanley Investment Management, and
  • Pierre de Saab, Portfolio Manager, Doninice & Company Asset Management.

The conference agenda and registration information are at

The posts on this blog are opinions, not advice.
Please read our disclaimer for Indices.

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