After VIX I think VSTOXX (the volatility index of the Eurstoxx 50) is the most active volatility futures market. I don't think VSTOXX futures are available on Interactive Brokers. The VSXX ETN http://www.bloomberg.com/quote/VSXX:GR has AUM of only 15.5m EUR and is not too liquid. Can U.S.-based investors access VSTOXX?
Hi ajensen, VSTOXX is available on Interactive Brokers, just enter "V2TX" in your TWS. Good trading, CALLumbus