VIX Option Volume Sets New Record


The past few days have been all about records at CBOE.   There was record SPX volume and record VIX option volume in January.   Just when I thought we had all the records covered VIX option volume topped two million contracts changing hands today.  It looks like the exact number is 2,382,752 contracts which beat the old record, set on October 8th last year by just over 600,000.  I am not one to use headline type phrases, but today’s volume shattered the old record.  Now here is the mind boggling number, VIX call volume was 1,850,206 and put volume was 532,546.  The call volume alone would have set a record even if a single put never traded.  The table below shows the top five volume days for VIX option trading.  Note that three of the top five occurred in 2014.

VIX Volume

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

Post a Comment

Thank you for submitting a comment. We ask you to use the comment guidelines to promote thoughtful and productive discussions. Your comment will be approved before it will be posted. Thank you for your patience.

Required fields are marked *


You may use these HTML tags and attributes: <a href="" title=""> <abbr title=""> <acronym title=""> <b> <blockquote cite=""> <cite> <code> <del datetime=""> <em> <i> <q cite=""> <s> <strike> <strong>

  • Categories

  • Recent Comments

  • Tags

  • Subscribe to
    VIX Views
  • Contributors


  • Quick Links

  • Blogroll

  • Follow Us

  • Archives