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
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 | Phone | |
Bank of America | Thomas Eshaghi | +33-187701372 | |
BNP | Houssam Chreim | +33-1-4014-3347 | |
DRW | King Bhattacharyya | +44-7834825157 | |
Goldman Sachs | Gavin Dolan | +33-142121850 | |
HSBC Bank Plc | Alexandre Capez | +44-20-7991-5849 | |
IMC | Sergio Tam Suarez | +31-207988572 | |
Maven | Felipe Morales | +44-20-3005-3789 | |
Optiver | Maikel Verdiesen | +31-207087608 | |
Susquehanna | Rob Switzer | +353-1-517-5545 | |
Susquehanna | Daniel Mannion | +353-15677210 | |
JP Morgan | Federico Borghese | +44-2071340153 |
Webcast (replay): Focus Day Daily Options and VSTOXX 2024
Trading European volatility markets
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
