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CBOE Volatility Videos

VIX - CBOE Volatility Index  
SPX 1927.11 -14.17
VIX 17.87 1.79
VIX/X4 18.04 -0.06
VIX/Z4 17.99 -0.06
VIX/F5 18.52 -0.08
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 262.17 0.00
VPN CBOE Capped VIX Premium Strategy Index
VPN 256.24 0.00
VXTH CBOE VIX Tail Hedge Index
VXTH 182.30 -0.33

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)