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VXST
 Cboe Short-Term Volatility IndexSM
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Cboe Short-Term Volatility Index<sup>SM </sup>
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  • Performance
     

Cboe Short-Term Volatility Index (VXST)

The Cboe Short-Term Volatility IndexSM (VXST) estimates the expected 9-day volatility of S&P 500® stock returns. Similar to VIX®, VXST is derived by applying the VIX algorithm to options on the Standard &Poor's 500 Index (SPX options), but it uses SPX options with expiration dates that bracket a nine-day period of time.

VSTN and VSTF are variations of VXST that estimate the expected volatility of S&P 500 stock returns from the near term and far term SPX option series used to calculate VXST. 


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