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CBOE Volatility Videos

 
VIX
VIX - CBOE Volatility Index  
SPX 1650.51 0.00
VIX 14.07 0.00
VIX/M3 15.50 0.00
VIX/N3 16.55 0.00
VIX/Q3 17.45 0.00
Delayed Quotes
   
Prices for 3 VIX
Futures are above

Click here to view or download a copy of Characteristics and Risks of Standardized Options

Volatility Videos

"Volatility 411" Daily Updates

 

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Buying a VIX Call  (Introductory)

Peter Lusk
September 7, 2011

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VIX Vertical Spread  (Intermediate)

Peter Lusk
February 7, 2011

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VIX Vertical Spread from 01/19 and Adjustments

Peter Lusk
April 18, 2011

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Other Information

UMass paper on "VIX Futures and Options - A Case Study of Portfolio Diversification During the 2008 Financial Crisis" (July 2009):   Two-page summary   Full report   Press Release

Bibliography of Articles on VIX, and Volatility and Variance Swaps
Strategies Using Options or Futures on Volatility Indexes

VIX-related Benchmark Indexes

Ticker Index Website

Delayed Quotes

Sym  Last Pt. Change
VPD CBOE VIX Premium Strategy Index www.cboe.com/VPD
VPD 237.71 0.00
VPN CBOE Capped VIX Premium Strategy Index www.cboe.com/VPN
VPN 234.60 0.00
VXTH CBOE VIX Tail Hedge Index www.cboe.com/VXTH
VXTH 165.22 0.00


Options Profit-and-Loss Diagrams


* In the Protective Put and Buy-write diagrams, the faint grey line represents an equity position, and the colored "hockey-stick-shaped" line represents the combined stock plus options position. For more details, please click on strategies.