The European volatility benchmark

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.

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

Extended trading hours.
Extended opportunities.

Trade VSTOXX Futures during the Asian hours.
Discover more

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Contacts

Megan Morgan

Eurex | Sales Americas | Global Head of Equity & Index
Sales

Chicago, IL 60606

T +1-312-544-10 83




Sascha Semroch

Eurex Frankfurt AG
Equity and Index Product Research and Development

65760 Eschborn

T +49 69 2 11-1 50 78