I am looking for anyone with experience trading these, what is volume, open interest like? I can't seem to find data like yesterdays settle, previous days volume, avg. volume, etc...Thanks for any input.
http://cfe.cboe.com/Products/Products_VIX.aspx I don't trade the futures themselves, but I do trade $VIX options which are priced based on them.
very illiquid, I have failed to see a day trading more the 10,000 contracts in historical data. Most days are 3k to 5k daily volume. To Bad.
Any info I was able to get was on that CFE page on the CBOE as well...For how busy those pages are, I couldn't find much relevant data at all. Evidently there's mini vix futures as well. I'm just going to talk this guy out of wanting to trade them hopefully...Sounds like an easy way to get had.