CBOE Holdings has reported new single-day volume records for CBOE Volatility Index (VIX Index) options and the C2 Options Exchange (C2SM).
Options on the VIX Index established an all-time, single-day volume record of an estimated 2,367,764 contracts traded, surpassing the previous record of 1,797,052 contracts traded on 8 October 2013.
C2SM, meanwhile, set an estimated daily record of 662,195 contracts traded, surpassing the previous record of 623,314 contracts traded on 19 April 2013.
VIX Index futures recorded their second-best day ever, with estimated volume of 355,578 contracts. VIX futures’ most active day remains 449,955 contracts traded on 15 April 2013.
CBOE Holdings has also reported that both VIX options and VIX futures established volume records in January. VIX options ADV was a record 791,978 contracts, and VIX futures was a monthly volume record totalling 4.40 million contracts.