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VXD
 Cboe DJIA Volatility Index
Last Sale

12.39

Change

-0.36 (-2.82%)

Open

12.75

High

12.84

Low

8.31

Prev Close

12.75

Cboe DJIA Volatility Index
  • Overview
  • Performance
     

Cboe DJIA Volatility Index (VXD)

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


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