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Volatility Derivatives on Eurex Exchange: VSTOXX®

VSTOXX® is the European volatility benchmark

It is designed to reflect the investor sentiment and overall economic uncertainty by measuring the 30-day implied volatility of the EURO STOXX 50®. Futures and options on VSTOXX® offer the most accurate and cost-effective way to take a view on European volatility.


ProductDiff. to prev. day lastLast priceContractsTime
FVS -15.83% 15.95 91,282 21:59:07

Apr 24, 2017 9:59:07 PM

Unlike trading volatility with hedged index options, there are no transaction costs in managing deltas for VSTOXX® Derivatives. They are exchange-traded and centrally cleared, providing independent mark-to-market valuation and robust liquidity. More information in the factsheet.

Use our VSTOXX® Futures and Options to to take a view on European volatility.

VSTOXX® Derivatives - Monthly volume & open interest

Colin Bennett on volatility trading. Part 3: Focus on Options on Volatility Futures

New content item

Our article series comes to an end with a piece on the key differences between options on equity and options on volatility. How traders arbitrage the imbalances between options on volatility, Variance Swaps and Volatility Futures is revealed.

Factsheet: VSTOXX® derivatives

VSTOXX® is a cost efficient way to get the most accurate hedge against exposure to European volatility.

The mechanics of the VSTOXX® index

Discover the VSTOXX® index formula outlined with sample calculations on pages 20 ff. of the STOXX® Strategy Index Guide.

Laurent Partouche

Eurex | Sales Americas | Equity & Index

60 Broad Street, 31st Floor
New York, NY 10004

T +1-212-309-93 02

Megan Morgan

Eurex | Sales Americas | Head of Equity & Index

233 South Wacker Drive, Suite 2450
Chicago, IL 60606

T +1-312-544-10 83

Sascha Semroch

Eurex Frankfurt AG
Equity and Index Product Research and Development

Mergenthalerallee 61
65760 Eschborn

T +49 69 2 11-1 50 78


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