CBOE Volatility Videos

		VIX
		SPX 1311.89 -4.10 VIX 22.71 0.70 VIX/M2 25.95 1.70 VIX/N2 27.15 1.30 VIX/Q2 27.65 1.10 Delayed Quotes
		Prices for 3 VIX Futures are above

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

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 178.35 0.00
VPN	CBOE Capped VIX Premium Strategy Index	www.cboe.com/VPN	VPN 179.18 0.00
VXTH	CBOE VIX Tail Hedge Index	www.cboe.com/VXTH	VXTH 142.41 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.






Options involve risk and are not suitable for all investors. Prior to buying or selling an option, a person must receive a copy of Characteristics and Risks of Standardized Options (ODD). Copies of the ODD are available from your broker, by calling 1-888-OPTIONS, or from The Options Clearing Corporation, One North Wacker Drive, Suite 500, Chicago, Illinois 60606. The information on this website is provided solely for general education and information purposes and therefore should not be considered complete, precise, or current. Many of the matters discussed are subject to detailed rules, regulations, and statutory provisions which should be referred to for additional detail and are subject to changes that may not be reflected in the website information. No statement within the website should be construed as a recommendation to buy or sell a security or to provide investment advice. The inclusion of non-CBOE advertisements on the website should not be construed as an endorsement or an indication of the value of any product, service, or website. The Terms and Conditions govern use of this website and use of this website will be deemed acceptance of those Terms and Conditions.