Trading volume in options and futures on the CBOE Volatility Index (VIX) each reached new all-time highs on Thursday, 10 August.
In VIX options at CBOE, a reported 2,562,477 contracts traded on Thursday, surpassing the previous single-day record of 2,382,752 contracts on 3 February, 2014. Year-to-date through the end of July, average daily volume in VIX options was 687,181 contracts, 11 per cent ahead of the same period a year ago.
In VIX futures at CBOE Futures Exchange (CFE), a reported 939,297 contracts traded on Thursday, surpassing the previous single-day record of 791,788 contracts on 15 October, 2014. Of the 10 busiest trading days of all-time for VIX futures, four have occurred in 2017. Year-to-date through the end of July, average daily volume in VIX futures was 283,342 contracts, 20 percent ahead of the same period a year ago.
