VIX Options

David Folster

David Folster

Doe anyone know how the liquidity is in VIX options? And also in VXN and the other various CBOE volatility indices? I assume VIX options are the most liquid but wondering if anyone has any info. Thx!
 
Very liquid in the from month. I've seen 5K to 10K up in ATM and OTM options, plus the trading crowd.
 
Thanks Robert! Is that for just VIX or for the other symbols as well, such as VXN, VXST etc? I've got a really robust system for trading the VIX and I'm guessing it would work similarly on any of the volatility indices, but that won't mean a thing if there's no liquidity in the options.

rmorse said:
Very liquid in the from month. I've seen 5K to 10K up in ATM and OTM options, plus the trading crowd.
More...
 
I have never followed the others or had clients that have traded them.
This is the current VIX Feb 20 calls:
upload_2015-1-23_13-42-7.png

VXN I don't think has options and VXST has very wide spreads.
 
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