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CBOE Volatility Videos

VIX - CBOE Volatility Index  
SPX 2003.37 6.63
VIX 11.98 -0.07
VIX/U4 13.77 0.17
VIX/V4 14.53 0.08
VIX/X4 15.17 0.07
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

Buying a VIX Call  (Introductory)

Peter Lusk
September 7, 2011

VIX Vertical Spread  (Intermediate)

Peter Lusk
February 7, 2011
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
VPD 267.52 -0.53
VPN CBOE Capped VIX Premium Strategy Index
VPN 261.52 -0.52
VXTH CBOE VIX Tail Hedge Index
VXTH 188.02 0.64

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.

CBOE Volatility Index (VIX)