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VXAZN
 Cboe Options on AMZN - Amazon Inc.
Last Sale

45.09

Change

-1.49 (-3.20%)

Open

45.02

High

46.49

Low

41.75

Prev Close

46.58

Cboe Options on AMZN - Amazon Inc.
  • Overview
  • Performance
     

Cboe Options on AMZN - Amazon Inc.

The Cboe Amazon VIX IndexSM (VXAZN) is a VIX-style estimate of the expected 30-day volatility of Amazon  stock returns. Like VIX®, VXAZN is calculated by interpolating between two  weighted sums of option midquote  values,  in this case options on AMAZON. The two sums essentially represent the expected variance of the APPLE returns  up to two option expiration dates that bracket a 30-day period of time. VXAZN is obtained by annualizing the interpolated value, taking its square root and expressing the result in percentage points.

 

  
    
Critical Periods
    
The performance quoted represents past performance and does not guarantee future results.