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Volatility Indexes for Options on ETFswww.cboe.com/VXEEM


CBOE Emerging Markets ETF Volatility Index Options (VXEEM)

 
CBOE Emerging Markets ETF Volatility Index  
VIX 15.88 -0.10
SPX 1976.67 -1.13
OVX 21.56 1.70
GVZ 18.92 1.75
VXEEM 21.95 -0.57
Delayed Quotes

Chicago Board Options Exchange (CBOE) now applies its proprietary CBOE Volatility Index® (VIX®) methodology to create indexes that reflect expected volatility for options on select exchange-traded funds (ETFs). CBOE calculates and disseminates the CBOE Emerging Markets ETF Volatility Index (ticker VXEEM), which reflects the implied volatility of the EEM ETF, the iShares MSCI Emerging Markets Index

On January 9, 2012, CBOE Futures Exchange, LLC (CFE) launched trading in security futures on the CBOE Emerging Markets ETF Volatility Index (index ticker: VXEEM; futures symbol: VXEM).

Key facts about the VXEEM Index include:

  • High Closing Value. The high daily closing value for the VXEEM Index in 2011 was 64.10 on October 3rd, and the low daily closing value was 20.59 on April 20th (in comparison, the high and low daily closing values for the CBOE Volatility Index® (VIX®) in 2011 were 48.00 and 14.62, respectively).
  • High Average Value. In 2011 the average daily closing value for the VXEEM Index was 34.77.
  • Large Upside Moves. The VXEEM Index had single-day upside moves of more than 30 percent on three days in 2011 -- August 4th (up 34.2%), August 8th (up 35.5%), and Nov. 25th (up 30.4%).
  • Diversification and Negative Correlations. The daily moves for the VXEEM Index had a correlation of negative 0.81 versus both the EEM ETF and the S&P 500 (SPX) Index. This fact demonstrates that investors could explore the possibility of using the VXEEM as a diversification tool.

Key Links

VXEEM Index - Links

Press Release - March 16, 2011 - CBOE Extends Its Volatility Franchise: Applies VIX Methodology to Six ETFs
Spreadsheets with Historical Price Data for Volatility Indexes for Options on ETFs
Volatility Indexes

VXEEM Futures - Links

Press Release - January 6, 2012 - CBOE Futures Exchange to Launch Security Futures Trading in Emerging Markets Volatility Index
Volatility Index Security Futures at CBOE Futures Exchange (CFE)
Specifications for Volatility Index Security Futures
CBOE Futures Exchange (CFE)

VXEEM Options - Links

Press Release - January 24, 2012 - CBOE to Launch Trading in CBOE Emerging Markets ETF Volatility Index Options on January 31
CBOE Emerging Markets ETF Volatility Index Options Specifications
Option Strategies
Specifications for VXEEM Options


Price Charts

Volatility Index - VXEEM VIX VXTYN



Updated Price Charts
CBOE Emerging Markets ETF Volatility Index ("VXEEM"): www.cboe.com/VXEEM

Intraday



1 Week



1 Year



More Index Charts

Link to more Index Charts


Links for More Up-to-date Price Information

Price Quotes Page
Advanced Charts


Spreadsheets with Historical Price Data

Spreadsheets with Historical Price Data for Volatility Indexes for Options on ETFs
Historical Daily Prices - Spreadsheet with Closing Prices for Several Indexes
Historical Month-end Prices - Spreadsheet with Closing Prices for Several Indexes
In addition, Market Data Express gives users access to more than 16 years of historical options data



You should be aware that trading futures involves the risk of loss, including the possibility of loss greater than your initial investment. Security futures may not be suitable for all investors. Prior to buying or selling a security future, a person must receive a copy of the Risk Disclosure Statement for Security Futures Contracts. Copies are available from your broker or from The National Futures Association at www.nfa.futures.org. The methodology of the CBOE Volatility Index is owned by CBOE and may be covered by one or more patents or pending patent applications.

CBOE Volatility Index (VIX)