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!
Is it? I found some info there on daily volume for VIX Futures but not for the other symbols I asked about.
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.
I have never followed the others or had clients that have traded them. This is the current VIX Feb 20 calls: VXN I don't think has options and VXST has very wide spreads.