| |
VIN |
 |
|
 |
| VIX |
12.45 |
-0.62 |
| VIN |
12.86 |
-0.62 |
| VIF |
13.97 |
-0.42 |
|
|
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