Tag Archives: record

New Daily Volume Record of 2.61 Million for VIX Options, as Investors Engage in Hedging and in Short VIX Futures

On September 25th a new daily volume record of 2.61 million contracts was set for options on the CBOE Volatility Index® (VIX®), as the VIX Index rose 6.5% to close at 10.21 that day. TOP TEN VOLUME DAYS FOR VIX OPTIONS Four of the top ten days for VIX options volume occurred in 2017. NEWS […]

New All-time Record — 736,445 Avg. Daily Volume for VIX Options in October – by Matt Moran

November 5, 2013 – Options on the CBOE Volatility Index® (VIX®) set a new all-time record for average daily volume in a month, with average daily volume of 738,445 in October. In early October many investors were concerned about the partial government shutdown and debt ceiling jitters, and the VIX Index rose from 15.54 on […]

Australia’s S&P/ASX 200 VIX Index Hits 3-Month High, as Futures to Launch on 21st October – By Matt Moran

Tuesday, 8 October 2013 – Today the S&P/ASX 200 VIX® Index hit an intraday high of 16.778 (its highest value in 3 months) and closed at 16.325. The S&P/ASX 200 VIX is a real-time volatility index that provides insight into investor sentiment and expected levels of market volatility in Australia. The index tracks S&P/ASX 200 index […]

VXAZN Index Fell a Record 37.5% Today

Jan. 30, 2013 – Today the CBOE Equity VIX® on Amazon (VXAZN) fell 37.5% – a record one-day fall in percentage terms for the index.  VXAZN is designed to measure the expected volatility of Amazon.com (AMZN) stock.   The data history for the VXAZN Index goes back to June 2010. A link to spreadsheets is at […]

VIX Has Its Biggest Two-Day Fall – 35.4%; Record Futures Volume

Jan. 2, 2013 – On the two most recent trading days of Dec. 31st and Jan. 2nd – The CBOE Volatility Index® (VIX®) fell by 35.4%, the biggest-ever drop (in percentage terms) over two trading days for the VIX Index, which has historical data back to 1990; and Futures on the VIX Index set new […]

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