Big Volume Day in VIX Futures

Although we have reached a seasonally slow period, today was a pretty busy day in VIX Futures trading. Volume came in at 166,651 contracts changing hands which makes today the 8th busiest day for VIX Futures trading on record. The top 10 days have been –

 

Rank

Date

Volume

1

9/13/2012

190,081

2

10/23/2012

179,855

3

11/7/2012

179,761

4

11/16/2012

177,816

5

11/19/2012

177,060

6

11/15/2012

171,002

7

11/14/2012

169,635

8

12/18/2012

166,651

9

9/14/2012

164,846

10

6/18/2012

159,744

 

Note many of these top volume days have occurred very recently which indicates a continued acceptance of volatility as a viable trading vehicle and asset class.

Russell Rhoads, CFA

@russellrhoads