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The CBOE 3-Month Volatility Index (VXVSM) is designed to be a constant measure of 3-month implied volatility of the S&P 500® (SPX) Index options.
The VXV Index has tended to be less volatile than the CBOE Volatility Index® (VIX®), which measures one-month implied volatility. Using the VXV and VIX indexes together provides useful insight into the term structure of S&P 500 (SPX) option implied volatility.
CBOE 3-Month Volatility Index Description
Spreadsheet with Daily Price History of the VXV Index
If you wish to create customized, up-to-date charts, please visit the Advanced Charts page
Press Release November 12, 2007
Delayed Price Quotes
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