| |
VIN |
 |
|
 |
| VIX |
13.99 |
-0.08 |
| VIN |
13.87 |
-0.13 |
| VIF |
14.68 |
-0.12 |
|
|
CBOE maintains indexes that track the level of implied volatility from single SPX maturities.
Ticker VIN (VINX on Bloomberg):
Nearer term SPX expiration used in VIX calculation
Ticker VIF:
Farther term SPX expiration used in VIX calculation
Links to More Information on the Term Structure of Volatility
www.cboe.com/VIXTERM