Volatility Indexes for Options on ETFs

CBOE Brazil ETF Volatility Index ("VXEWZ")

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 Brazil ETF Volatility Index (ticker VXEWZ), which reflects the implied volatility of the EWZ ETF.

Key Links

VXEWZ 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

VXEWZ Futures - Links

Press Release - Feb. 17, 2012 - VXEWZ Futures and Options
Volatility Index Security Futures at CBOE Futures Exchange (CFE)
Specifications for Volatility Index Security Futures
CBOE Futures Exchange (CFE)

VXEWZ Options - Links

Press Release - Feb. 17, 2012 - VXEWZ Futures and Options
Specifications for VXEWZ Options

Price Charts

Updated Price Charts

CBOE Brazil ETF Volatility Index ("VXEWZ"): www.cboe.com/VXEWZ

Intraday



1 Week



1 Year

Historic Volatility

Stock Index

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

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

Correlations of Daily Returns

Options Profit-and-Loss Diagrams

* In the Protective Put and Buy-write diagrams, the faint grey line represents an equity position, and the colored "hockey-stick-shaped" line represents the combined stock plus options position. For more details, please click on strategies.

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