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Volatility Indexes for Options on ETFswww.cboe.com/VXEWZ


CBOE Brazil ETF Volatility Index (VXEWZ)

 
CBOE Brazil ETF Volatility Index  
VIX 13.39 0.70
SPX 1969.98 -8.36
OVX 16.72 0.05
GVZ 14.65 -0.03
VXEWZ 25.75 1.13
Delayed Quotes

Chicago Board Options Exchange (CBOE) now applies its proprietary CBOE Volatility Index (VIX) methodology to create indexes that reflect expected volatility for options on select exchange-traded funds (ETFs).

CBOE calculates and disseminates the CBOE Brazil ETF Volatility Index (ticker VXEWZ), which reflects the implied volatility of the EWZ ETF.


Key Links

VXEWZ Index - Links

Press Release - March 16, 2011 - CBOE Extends Its Volatility Franchise: Applies VIX Methodology to Six ETFs
Spreadsheets with Historical Price Data for Volatility Indexes for Options on ETFs
Volatility Indexes

VXEWZ Futures - Links

Press Release - Feb. 17, 2012 - VXEWZ Futures and Options
Volatility Index Security Futures at CBOE Futures Exchange (CFE)
Specifications for Volatility Index Security Futures
CBOE Futures Exchange (CFE)

VXEWZ Options - Links

Press Release - Feb. 17, 2012 - VXEWZ Futures and Options
Specifications for VXEWZ Options


Price Charts








Updated Price Charts
CBOE Brazil ETF Volatility Index ("VXEWZ"): www.cboe.com/VXEWZ

Intraday



1 Week



1 Year



Historic Volatility

30 Day historic volatility of ETFs

30 Day historic volatility of EWZ ETF

30 Day historic volatility of VXEWZ

30 Day Historic Volatility of MSCI Brazil Index

30 Day Historic volatility

Stock Index

MSCI Brazil Index

More Index Charts

Link to more Index Charts


Links for More Up-to-date Price Information

Price Quotes Page
Advanced Charts


Spreadsheets with Historical Price Data

Historical Daily Prices - Spreadsheet with Closing Prices for Several Indexes
Historical Month-end Prices - Spreadsheet with Closing Prices for Several Indexes
In addition, Market Data Express gives users access to more than 16 years of historical options data

Correlations of Daily Returns


Correlations of Daily Returns


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, CBOE, and Chicago Board Options Exchange are registered 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. All other trademarks and servicemarks are the property of their respective owners.

CBOE Volatility Index (VIX)