Volatility Indexes www.xumhcxft.cn/Volatility

The Cboe Global Markets® (Cboe®) calculates and updates the prices of several volatility indexes that are designed to measure the market's expectation of future volatility implied by options prices.

Cboe's volatility indexes are key measures of market expectations of volatility conveyed by option prices. The indexes measure the market's expectation of volatility implicit in the prices of options. The indexes are quoted in percentage points, just like the standard deviation of a rate of return, e.g. 19.36. Cboe disseminates the index values continuously during trading hours. The indexes are leading barometers of investor sentiment and market volatility relating to listed options.

Volatility Indexes

Volatility Indexes on U.S. Stock Indexes

Delayed Quotes
Sym Last Pt. Change
VIX 28.00 0.24
VXN 34.42 -1.42
VXO 25.88 -0.23
VXD 29.83 -0.27
RVX 38.46 -1.88
VIX9D 25.85 0.63
VIX3M 31.55 -0.01
VIX6M 32.75 0.01
VIX1Y 31.06 -0.70

Volatility Indexes on Non- U.S. Stock ETFs

Delayed Quotes
Sym Last Pt. Change
VXEFA 22.13 0.84
VXEEM 26.88 -0.87
VXFXI 30.17 0.08
VXEWZ 45.29 -1.74

Volatility Indexes on Commodity-related ETFs

Delayed Quotes
Sym Last Pt. Change
OVX 46.12 -0.93
GVZ 15.37 0.01
VXSLV 32.28 -2.87
VXGDX 39.49 -1.35
VXXLE 47.41 -1.97

Volatility Indexes on Currency-related ETFs

Delayed Quotes
Sym Last Pt. Change
EVZ 6.38 -0.75

Volatility Indexes on Single Stocks

Delayed Quotes
Sym Last Pt. Change
VXAZN 60.68 0.42
VXAPL 46.51 -0.51
VXGS 38.20 -2.87
VXGOG 42.06 -1.48
VXIBM 38.99 -1.44

Volatility of VIX

Delayed Quotes
VVIX Cboe VIX of VIX Index
Sym Last Pt. Change
VVIX 115.62 1.91

Futures and Options on Cboe's Volatility Indexes

Listed options on volatility indexes are offered for trading on Cboe, while futures on volatility indexes are traded at the Cboe Futures Exchange (CFE).

Futures and options on Cboe's volatility indexes have several features that distinguish them from most equity and index options. Here are unique features of VIX options:

  • Pricing Based on Forward VIX Value
  • Pricing Can Be Different for a Number of Reasons
  • Wednesday Settlement
  • Special Opening Quotation Price
  • High Volatility of Volatility

Volatility-related Indexes