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VIX - CBOE Volatility Index

The CBOE Volatility Index® (VIX®) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. Since its introduction in 1993, VIX has been considered by many to be the world's premier barometer of investor sentiment and market volatility.

Here is a timeline of some key events in the history of the VIX Index:

Additional Links:

VIX Index VIX Options VIX Futures



New VIX Methodology in 2003

The CBOE began disseminating prices for a VIX Index with a new methodology (Acrobat .pdf) on September 22, 2003. The long-term price history and delayed market price quotes are available. Please click the appropriate link below:
VIX (New VIX using SPX options) delayed price quote
VXO (Old VIX using OEX options) delayed price quote



Testimonials from Investment Management Firms

"Rampart provides its clients with a variety of options-related programs such as the Rampart BXM Strategy, and volatility is a key factor in managing such programs. The VIX Index is an important and popular tool for measuring investor sentiment, and we appreciate the fact that the VIX methodology is being updated to better reflect expected volatility for S&P 500 (SPX) options."
- Ronald Egalka, President/CEO, Rampart Investment Mgt. Co., Boston

"Our firm uses VIX prices in risk management process and its asset allocation and pricing models. We appreciate the long track record and independent nature of the VIX index, and are very interested in exploring the possibility of using VIX futures on behalf of our clients for risk management purposes."
- Greg McMurran, CIO, Analytic Investors, Los Angeles

Click here for more options testimonials.



Related Indexes

Index Index Ticker Futures Ticker Website
CBOE S&P 500 3-Month Volatility Index VXV No Futures www.cboe.com/VXV
CBOE VIX Premium Strategy Index VPD No Futures www.cboe.com/VPD
CBOE Capped VIX Premium Strategy Index VPN No Futures www.cboe.com/VPN
CBOE S&P 500® VARB-XTM Strategy Benchmark VTY No Futures www.cboe.com/VTY





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.

Standard & Poor's, S&P, S&P 100, S&P 500, and S&P SmallCap 600 are registered trademarks of McGraw-Hill Inc. CBOE Volatility Index, FLEX, FLexible EXchange, LEAPS, MNX, OEX, VIX, XEO CBOE, and Chicago Board Options Exchange, are registered trademarks of Chicago Board Options Exchange, Incorporated. VXNSM and SPXSM are trademarks of Chicago Board Options Exchange, Incorporated. The methodology of the CBOE Volatility Index is owned by CBOE and may be covered by one or more patents or pending patent applications.

Copyright 2010 Chicago Board Options Exchange, All Rights Reserved.




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.