- Main Navigation
- Products
- Product Overview
- Interest Rate Derivatives
- Equity Derivatives
- Equity Index Derivatives
- Dividend Derivatives
- Volatility Index Derivatives
- Exchange Traded Funds Derivatives
- Inflation Derivatives
- Commodity Derivatives
- Weather Derivatives
- Property Derivatives
- Eurex Derivatives in the U.S.
- Eurex/ISE Link
- Eurex/KRX Link
- Eurex/EEX
- Vendor Product Codes
- Trading
- Market data
- Technology
- Education
- Resources
Service Navigation
Vola Trades
Vola Trades
The EurexOTC Vola trade facility allows authorized members to clear futures and options transactions through Eurex Clearing AG resulting from bilaterally agreed volatility trades. They are administered like normal exchange transactions and may too be closed through the order book of the Exchange.
In general, a Vola trade is a trade where two parties
- conclude an on-exchange or off-exchange option transaction and
- simultaneously or in a second step, these parties agree on the off-exchange purchase/sale of the futures contract underlying the option transaction.
Vola strategy with cash equity leg
Eurex too offers the entry of volatility strategy trades for equity options including an integrated cash equity leg. Therefore, the Eurex® system does not support the trading of equity option volatility strategies through the regular order book. The entry of such transactions takes only place through the Block Trade facility.
The number of contracts cleared with the Vola Trade facility must exceed a minimum amount and is available for the following combinations of Eurex options and futures:
Subnavigation
Eurex Group on
© Eurex Frankfurt AG
News
Trading calendar
Webinars
Trader admission
MarginCalculator
Education