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.

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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.

For more information, please visit the website or contact:

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

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