January Average Daily VIX Option Volume Sets New Record

Preliminary numbers show average daily VIX Option volume at 792,668 contracts for January.  This is more than 50,000 contracts per day higher than the previous record of 738,295 which was set in October of last year.  The chart below shows the average daily volume by month for VIX Option trading since 2006.

VIX Option Volume

Average daily volume for VIX Futures trading appears to be 209,611 which is just over 1,000 contracts short of the record set in June 2013 of 210,674.  Average daily volume since 2004 by month appears in the chart below.

VIX Futures Volume

 

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Russell Rhoads, CFA

CBOE Options Institute

Russell Rhoads, CFA, is a Senior Instructor with the Options Institute at the Chicago Board Options Exchange. He joined the Institute in 2008 after a career as an investment analyst and trader with a variety of firms including Highland Capital Management, Caldwell & Orkin Investment Counsel, TradeLink Securities and…

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