The European volatility benchmark
VSTOXX

VSTOXX® Derivatives

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

It is designed to reflect the investor sentiment and overall economic uncertainty by measuring the 30-day implied volatility of the EURO STOXX 50®, offering the most accurate and cost-effective way to have access to European volatility.

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.
 

Traded Contracts and Open Interest

FVS

OVS2

Key Benefits

  • Hedge your portfolio exposure in equity, credit and option portfolios
  • Explore spreads between European and non-European volatility indices
  • Diversify your portfolio by adding a new asset class
  • Generate additional alpha, due to the mean-reversion nature of volatility
  • Implement a tail risk hedge
  • Trade directional positions on the level of a single volatility index
  • Integrated spread matrix available for all futures maturities
     

Contract Specifications


Margin efficiencies

VSTOXX® is part of Eurex Clearing Prisma

To fully benefit from cross margining efficiencies, take a look at our Eurex Clearing Prisma brochure. For highly accurate what-if scenarios and incremental risk calculations, use our online margin calculators

Liquidity Provider

Liquidity Provider (On Screen)

Firm

Contact

Email

Phone

Bank of America

Thomas Eshaghi

Thomas.Eshaghi@bofa.com

+33-187701372

BNP

Houssam Chreim

Houssam.Chreim@bnpparibas.com

+33-1-4014-3347

DRW

King Bhattacharyya

kbhattacharyya@drwuk.com

+44-7834825157

Goldman Sachs

Gavin Dolan

gavin.dolan@gs.com

+33-142121850

IMC

Cathal Hardiman

cathal.hardiman@imc.com

+31-207988572

Maven

Felipe Morales

Felipe.morales@maven.com

+44-20-3005-3789

Optiver

Maikel Verdiesen

maikelverdiesen@optiver.com

+31-207087608

Susquehanna

Rob Switzer

robert.switzer@sig.com

+353-1-517-5545

Susquehanna

Daniel Mannion 

daniel.mannion@sig.com

+353-15677210

JP Morgan

Federico Borghese

federico.borghese@jpmorgan.com

+44-2071340153

Trade the European volatility benchmark

Explore this year's macro events and find an overview of dates.
Discover more

Systematic Approaches To Shorting VSTOXX Using Options

Analysis of three alternative approaches to shorting futures
Download the Whitepaper

Exploring Systematic VSTOXX Futures Trading

Gaining exposure to volatility expectations for the EURO STOXX 50®
Download the Whitepaper

Contacts

Matthew Koren
Equity & Index Sales America

T +1-917-4952997

matthew.koren@eurex.com

Matthew Riley
Equity & Index Sales EMEA

T +44-20-78 62-72 13

matthew.riley@eurex.com

Eugen Mohr
Equity & Index Sales EMEA

T +1-312-544-10 84

eugen.mohr@eurex.com

Jane Yeo
Equity & Index Sales Asia

T +852-2530-78 07

jane.yeo@eurex.com

Ralf Huesmann
Equity & Index Product Design

T +49-69-211-1 54 43

ralf.huesmann@eurex.com