VIX Futures – Record Volume Day and Year

Dec. 31, 2012 – Here is a year-end update on VIX and select options-based indexes —

  1. Futures on the CBOE Volatility Index® (VIX®) set a new single-day volume record of 212,800 contracts (estimated) today. The new daily record eclipsed the previous single-day record of 190,081 contracts traded on September 13, 2012.
  2. VIX futures are poised for another record year in 2012, with trading volume up 86 percent through November.
  3. The VIX Index was down 20.7% today, its biggest one-day drop (in percentage terms) since August 8. 2011.
  4. VIX futures prices also dropped today. As shown in the table at www.cboe.com/VIX, the Jan. ’13 VIX futures price fell by 4.67 points to close at 17.68 today.

5. Here are the % changes in 2012 for select indexes —

  • 10.2%                    BXY – CBOE S&P 500 2% OTM BuyWrite Index       www.cboe.com/BXY
  • 8.1%                      PUT – CBOE S&P 500 PutWrite Index                        www.cboe.com/PUT
  • 6.7%                      CLL – CBOE S&P 500 95-110 Collar Index                  www.cboe.com/CLL
  • 5.2%                      BXM – CBOE S&P 500 BuyWrite Index                      www.cboe.com/BXM
  • 4.3%                      LOVOL – CBOE Low Volatility Index                            www.cboe.com/LOVOL
  • -23.0%                  VIX – CBOE Volatility Index                           www.cboe.com/VIX

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Happy New Year to all!

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

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