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Advanced Volatility Strategies with Futures on VSTOXX® Options

Advanced Volatility Strategies with Futures on VSTOXX® Options

Aired On

Nov / 12 / 2021
9:00 am - EST
Tariq Dennison , Eugen Mohr
Eurex Exchange

Volatility indexes, most famously the US’s VIX and Europe’s VSTOXX, have become widely used barometers for the relative level of fear vs greed in a given stock market environment, and for over a decade have been directly tradable by those wishing to benefit from rising or falling levels of volatility. On a more advanced level, options on these volatility benchmarks have provided traders a way to take positions in the “volatility of volatility”, including with strategies that precisely capture volatility spikes or enhance portfolio yields.

In this webinar, seasoned option trader Tariq Dennison focuses on VSTOXX options and explains several nuances and opportunities in this market, with several specific examples, which both beginning and experienced options are likely to find useful to capture returns and manage risk.

Disclosure: Interactive Brokers

Information posted on IBKR Campus that is provided by third-parties does NOT constitute a recommendation that you should contract for the services of that third party. Third-party participants who contribute to IBKR Campus are independent of Interactive Brokers and Interactive Brokers does not make any representations or warranties concerning the services offered, their past or future performance, or the accuracy of the information provided by the third party. Past performance is no guarantee of future results.

This material is from Eurex Exchange and is being posted with its permission. The views expressed in this material are solely those of the author and/or Eurex Exchange and Interactive Brokers is not endorsing or recommending any investment or trading discussed in the material. This material is not and should not be construed as an offer to buy or sell any security. It should not be construed as research or investment advice or a recommendation to buy, sell or hold any security or commodity. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.

Disclosure: Futures Trading

Futures are not suitable for all investors. The amount you may lose may be greater than your initial investment. Before trading futures, please read the CFTC Risk Disclosure. A copy and additional information are available at ibkr.com.

Disclosure: Options Trading

Options involve risk and are not suitable for all investors. Multiple leg strategies, including spreads, will incur multiple commission charges. For more information read the "Characteristics and Risks of Standardized Options" also known as the options disclosure document (ODD) or visit ibkr.com/occ

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