Y-T-D Volume – VIX Options Up 28.7%; SPX Weeklys Up 37.6% – by Matt Moran

As shown in the charts below, key index products continue to have strong volume trends in 2014. Here are the percentage changes for average daily volume in the period of Jan. through April 2014 over the figures for the entire year of 2013 –

  • Options on the CBOE Volatility Index® (VIX®) – Up 28.7%
  • Futures on the CBOE Volatility Index (VIX) – Up 28.7%
  • S&P 500® Weekly Options (SPXW) – Up 37.6%
  • S&P 500 Options – Up 3.1%

Interest in use of index options and VIX futures continues to grow, as investors look for tools to enhance yields and manage portfolio volatility. I have received several recent investor inquires about the possibility of use of S&P 500 Weekly options, and a paper by Russell Investments – Capturing the Volatility Premium through Call Overwriting – discusses the potential for added yields with the selling of S&P 500 Weekly options; visit www.cboe.com/benchmarks for a link to the paper.

VIX Volu thru Apr

SPX  SPXW Volu thru AprAll the above products will be discussed by industry experts at the 3rd Annual CBOE Risk Management Conference Europe to be held Sept. 3 – 5, 2014, at Powerscourt Resort, County Wicklow, Ireland.  http://www.cboermceurope.com

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

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