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Introduction to Volatility Indexes for Options on ETFs

 
 
VIX 21.46 -0.55
SPX 1321.37 5.38
OVX 29.01 -1.00
GVZ 19.49 -1.20
VXEEM 32.55 -0.72
Delayed Quotes


Introduction to Volatility Indexes for Options on ETFs


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).

Press Release - March 16, 2011 - CBOE Extends Its Volatility Franchise: Applies VIX Methodology to Six ETFs
Volatility Indexes

Links for Volatility Indexes for Options on ETFs


CBOE EuroCurrency ETF Volatility Index - EVZ
CBOE Gold ETF Volatility Index - GVZ
CBOE Crude Oil ETF Volatility Index - OVX
CBOE Emerging Markets ETF Volatility Index - VXEEM
CBOE Silver ETF Volatility Index - VXSLV
CBOE China ETF Volatility Index - VXFXI
CBOE Gold Miners ETF Volatility Index - VXGDX
CBOE Brazil ETF Volatility Index - VXEWZ
CBOE Energy Sector ETF Volatility Index - VXXLE


Spreadsheets with Historical Price Data for Volatility Indexes for Options on ETFs

Spreadsheet for CBOE Emerging Markets ETF Volatility Index ("VXEEM") *
Spreadsheet for CBOE Silver ETF Volatility Index ("VXSLV") *
Spreadsheet for CBOE China ETF Volatility Index ("VXFXI") *
Spreadsheet for CBOE Gold Miners ETF Volatility Index ("VXGDX") *
Spreadsheet for CBOE Brazil ETF Volatility Index ("VXEWZ") *
Spreadsheet for CBOE Energy Sector ETF Volatility Index ("VXXLE") *

*All historical price data is provided for informational purposes only. CBOE makes no guarantee as to the accuracy of the data. Your use of this historical price data is subject to the Terms and Conditions of the CBOE Website.



Price Charts for CBOE Crude Oil ETF Volatility Index (OVX)

1 week



3 month



Updated Price Charts on GVZ Index

CBOE Gold ETF Volatility Index (GVZ): www.cboe.com/GVZ

Intraday



1 week



6 month



1 year



Updated Price Charts on EVZ Index

CBOE EuroCurrency Volatility Index (EVZ): www.cboe.com/EVZ

Intraday



1 week



3 month



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



CBOE Volatility Index, VIX, CBOE, and Chicago Board Options Exchange are registered trademarks of Chicago Board Options Exchange, Incorporated. The methodology of the CBOE Volatility Index is owned by CBOE and may be covered by one or more patents or pending patent applications. All other trademarks and servicemarks are the property of their respective owners.




Options involve risk and are not suitable for all investors. Prior to buying or selling an option, a person must receive a copy of Characteristics and Risks of Standardized Options (ODD). Copies of the ODD are available from your broker, by calling 1-888-OPTIONS, or from The Options Clearing Corporation, One North Wacker Drive, Suite 500, Chicago, Illinois 60606. The information on this website is provided solely for general education and information purposes and therefore should not be considered complete, precise, or current. Many of the matters discussed are subject to detailed rules, regulations, and statutory provisions which should be referred to for additional detail and are subject to changes that may not be reflected in the website information. No statement within the website should be construed as a recommendation to buy or sell a security or to provide investment advice. The inclusion of non-CBOE advertisements on the website should not be construed as an endorsement or an indication of the value of any product, service, or website. The Terms and Conditions govern use of this website and use of this website will be deemed acceptance of those Terms and Conditions.