VSTOXX
10 Jun 2024

Eurex

Focus on VSTOXX® Derivatives | May 2024 recap

VSTOXX Options volumes mark their third straight month above 2023 ADV

May was a relatively sleepy month for index volatility, with V2X slowly grinding to a 2024 low below 12.15 by mid-month.  Regardless, VSTOXX® Options had their second most active month in at least a year, now marking three straight months with ADV north of the 2023 full-year average. Open interest closed the month at over 517,000 contracts, the highest OI at month-end in over a year.  22 May  was the most active day in May, with over 50k options trading.

VSTOXX® Futures volumes were more muted as a result of the lower volatility, with ADV ticking below the one-year average. 21 May was the most heavily traded day of the month with over 100k contracts trading through a relatively choppy trading session. Throughout the vast majority of the month, the first and second-month contracts were quoted just one tick wide.

VSTOXX Futures (FVS)

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Options on VSTOXX Futures (OVS)

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Volatility Views Podcast

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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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