CBOE Vix options thrive on first day

The Chicago Board Options Exchange (CBOE) has recorded a strong first day of trading for its options on its volatility index, Vix. The number of options traded were 4,328 calls and 5,095 puts, totalling 9,423 contracts by the end of the day on February 24.

Options on the Vix reflect the expected value of the underlying index at expiry. The Vix index is constructed to reflect 30-day expected volatility in the S&P 500. It references near-term S&P 500 options (SPX).

The Vix closed at 11.59 points on February 27, up from 11.14 points on January 3. Vix futures have been trading since 2004.

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