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.

VSTOXX® derivatives are exchange-traded and centrally cleared, providing independent mark-to-market valuation and robust liquidity. Managing European specific volatility risk with VSTOXX® allows for a more effective hedge.

Trade the European volatility benchmark!

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

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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

Liquidity Providers

Block Liquidity Providers - Options

Firm

Contact

Email

Phone

Bank of America

Thomas Eshaghi

Thomas.Eshaghi@bofa.com

+33-187701372

BNP

Houssam Chreim

Houssam.Chreim@bnpparibas.com

+33-1-4014-3347

DRW

King Bhattacharyya

kbhattacharyya@drwuk.com

+44-7834825157

Goldman Sachs

Gavin Dolan

gavin.dolan@gs.com

+33-142121850

IMC

Cathal Hardiman

cathal.hardiman@imc.com

+31-207988572

Maven

Felipe Morales

felipe.morales@mavensecurities.com

+44-20-3005-3789

Optiver

Maikel Verdiesen

maikelverdiesen@optiver.com

+31-207087608

Susquehanna

Rob Switzer

robert.switzer@sig.com

+353-1-517-5545

Susquehanna

Daniel Mannion 

daniel.mannion@sig.com

+353-15677210

JP Morgan

Federico Borghese

federico.borghese@jpmorgan.com

+44-2071340153

VSTOXX 101: Understanding Europe’s Volatility Benchmark

Discover the latest STOXX whitepaper today to learn more about the VSTOXX® core methodology, historical performance analysis, and more.

Upcoming elections and market volatility: What is the VSTOXX telling us?

Watch the Asset TV interview and learn more about the VSTOXX Futures and Options, the underlying index, high volumes and how investors and traders are using it in the year of elections and political risk.

Trade the European volatility benchmark

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

Volatility Views Podcast

Listen to the newest edition of the podcast by "The Options Insider" and get more information on this week's volatility markets and the VSTOXX® review and outlook.

Systematic Approaches To Shorting VSTOXX Using Options

Analysis of three alternative approaches to shorting futures

Exploring Systematic VSTOXX Futures Trading

Gaining exposure to volatility expectations for the EURO STOXX 50®

Contacts

Matthew Koren
Equity & Index Sales America

T +1-917-495 2997

matthew.koren@eurex.com

Matthew Riley
Equity & Index Sales EMEA

T +44-20-78 62-72 13

matthew.riley@eurex.com

Sophie Granchi
Equity & Index Sales EMEA

T +33-0680347501

sophie.granchi@eurex.com

Jane Yeo
Equity & Index Sales Asia

T +852-2530-78 07

jane.yeo@eurex.com

Sascha Semroch
Equity & Index Product Design

T +49-69-2 11-1 50 78

sascha.semroch@eurex.com