The Investable Correlation Index (CORRJ) www.cboe.com/CORRJ

 
The Investable Correlation Index (CORRJ)

The Investable Correlation Index (CORRJ)

The CORRj Investable Correlation Index replicates the payoff of a variance-to-variance correlation trade.

Calculated by CBOE, it uses delta-hedged listed options on SPX and the 50 largest stocks in SPX. Tied to January 2014 SPX options maturity and January 2014 stock options maturity.

  VIX Snapshot

*Third Party Advertisement