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VIX9D
 CBOE S&P 500 9-Day Volatility Index
Last Sale

20.44

Change

-0.51 (-2.43%)

Open

21.28

High

21.77

Low

20.39

Prev Close

20.95

CBOE S&P 500 9-Day Volatility Index
As of 2020-08-04 16:14:51 (ET)
  • Overview
  • Performance
     

CBOE S&P 500 9-Day Volatility Index (VIX9D)

The CBOE S&P 500 9-Day Volatility Index SM (VIX9D) estimates the expected 9-day volatility of S&P 500® stock returns. Similar to VIX®, VIX9D 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 VIX9D that estimate the expected volatility of S&P 500 stock returns from the near term and far term SPX option series used to calculate VIX9D. 


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