The European volatility benchmark
VSTOXX

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

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


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 the European volatility benchmark

Explore this year's macro events and find an overview of dates.
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Exploring Systematic VSTOXX® Futures Trading

Gaining exposure to volatility expectations for the EURO STOXX 50®
Download the Whitepaper here

Contacts

Matthew Koren
Equity & Index Sales America

T +1-917-4952997

matthew.koren@eurex.com

Matthew Riley
Equity & Index Sales EMEA

T +44-20-78 62-72 13

matthew.riley@eurex.com

Eugen Mohr
Equity & Index Sales EMEA

T +1-312-544-10 84

eugen.mohr@eurex.com

Jane Yeo
Equity & Index Sales Asia

T +852-2530-78 07

jane.yeo@eurex.com

Ralf Huesmann
Equity & Index Product Design

T +49-69-211-1 54 43

ralf.huesmann@eurex.com