VSTOXX® Derivatives
Use our VSTOXX® Futures and Options on the VSTOXX® index to take a view on European volatility.
It is designed to reflect the investor sentiment and overall economic uncertainty by measuring the 30-day implied volatility of the EURO STOXX 50®, offering the most accurate and cost-effective way to have access to European volatility.
Unlike trading volatility with hedged index options, there are no transaction costs in managing deltas for VSTOXX® derivatives. They are exchange-traded and centrally cleared, providing independent mark-to-market valuation and robust liquidity.
Traded Contracts and Open Interest (in Millions)
FVS
OVS2
Key Benefits
- Hedge your portfolio exposure in equity, credit and option portfolios
- Explore spreads between European and non-European volatility indices
- Diversify your portfolio by adding a new asset class
- Generate additional alpha, due to the mean-reversion nature of volatility
- Implement a tail risk hedge
- Trade directional positions on the level of a single volatility index
- Integrated spread matrix available for all futures maturities
Contract Specifications
Volume Development
Margin efficiencies
VSTOXX® is part of Eurex Clearing Prisma
To fully benefit from cross margining efficiencies, take a look at our Eurex Clearing Prisma brochure. For highly accurate what-if scenarios and incremental risk calculations, use our online margin calculators.
Trade VSTOXX Futures during the Asian hours
Subscribe to our monthly VSTOXX® Outlook
Contacts
