The Investable Volatility Index® ("the Index") is designed to measure the return of an investment in the forward implied volatility of the S&P 500® Index. The return of the Index reflects changes in the level of forward implied volatility of the S&P 500® Index by using market prices of listed S&P 500® Index options plus a return on the previous Index level at the prevailing one-month U.S. Treasury bill yield. The Index measures the forward implied volatility of the S&P 500® Index for a three-month window centered approximately five months in the future. The Index level is published on Bloomberg under the symbol "VOL Index" and on Reuters under the symbol "VOL".
5 year % change vs. VIX Index (VIX) *
Trade options, stocks, futures + forex all on thinkorswim from TD Ameritrade.
Lower your costs to maximize your return.
OPTIONS+ is the new mobile options calculator for iPhone users. Download it today.
Get up to $500. Trade commission free for 90 days. Free tools for advanced traders.
Commission Free Trades. Get up to $500 - trade commission free for 90 days & advanced tools.
Trade with TradeStation. Voted best for options traders by Barron's 2015.
Download CBOE's new iOS app featuring detailed quotes & option chains, CBOETV, interactive courses, and more.
*Third Party Advertisement