VSTOXX
10 Apr 2024

Eurex

Focus on VSTOXX® Derivatives | March 2024 recap

While March brought another relatively subdued month for index volatility (with VSTOXX® generally staying in a three-index point range), Options on VSTOXX® Futures had their most active month in a year. Options volumes were 42% higher than the twelve-month average and 59% above Feb 2024 levels. 6 March was the most active day of the month, with over 63,000 options trading. As a reminder, the revised market-making requirements that went into effect in February resulted in screen prices that are now generally 50% tighter than just a few months ago.

VSTOXX® Futures in March were generally in line with the twelve-month average. On average, the front and second-month futures were quoted just one tick wide. Eurex listed the Nov 24 contract in March, allowing traders to trade meaningfully through the 5 November US Presidential elections.

VSTOXX Futures (FVS)This is an embedded imageThis is an embedded imageThis is an embedded imageThis is an embedded imageThis is an embedded imageThis is an embedded image

Trade the European volatility benchmark

Explore this year's macro events and find an overview of dates.
Discover more

For more information, please visit the website or contact:

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

Market Status

XEUR

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message. 

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.