Tag Archives: volume

All-time Record Volume for VIX Options Today, as VIX Index Hits Its Highest Level Since August

FRIDAY, DEC. 1, 2017 – Today’s trading volume for options on the Cboe Volatility Index® (VIX®) was a reported 3.1 million contracts, the highest number for single-day volume in the VIX options since they commenced trading in 2006. HIGHEST VALUE SINCE AUGUST Today the VIX Index hit an intraday high of 14.58, its highest value […]

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 […]

12 Key Stats Re: VIX Index — By Matt Moran

In the recent August 16 Striking Price column in Barron’s, Steven Sears authored a piece entitled “A New Vision of VIX” that noted – “Over the past 21 years, the CBOE Volatility Index, or VIX, has emerged as one of Wall Street’s most watched sentiment indicators. … Krag “Buzz” Gregory, a Goldman strategist, found that […]

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 […]

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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