Put option bids contributed to August VIX spike – BIS report

29th October, 2024

Radi Khasawneh

Large moves in the bids for less liquid options contributed to the August spike in the US volatility index (VIX), new research has suggested, throwing light on how the index is calculated.

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ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP

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