Category Archives: Futures

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VIX Weeklys Futures Rose Today

Today the new nearby VIX® Weeklys futures (ticker “31VX/Q5,” with an August 5 expiration) rose about 7% and had a daily settlement value of 15.325. Here is a screenshot of the delayed quotes table at 3:28 pm CT today –  The detailed futures quote table below showed expiration dates, prices, and volumes for VIX futures […]






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VIX Option Trade Into Expiration

CBOE and the CBOE Futures exchange plan on launching VIX Weeklys options and futures respectively over the next couple of months. Usually when new markets start trading we have to do a little wait and see with respect to strategies that large traders are implementing. However, with VIX Weeklys we have over 100 expirations since […]






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2015 Russell Reconstitution Update

Each June the Russell family of equity indexes are adjusted to reflect changes in the markets.  This annual process is commonly referred to as the Russell Reconstitution.   The Reconstitution occurs once a year in order to keep the cost associated with maintaining an index portfolio at a minimum or specifically to keep trading costs low. […]






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Listed Volatility Trading Expanding to Amsterdam and Paris

The volatility trading world will expand to two new markets this summer as Euronext plans to offer derivatives based two volatility indexes. Plans call for futures trading to commence based on the AEX Volatility Index (VAEX) and the CAC 40 Volatility Index (VCAC) in the next few weeks with options to follow sometime during the third quarter […]