The Investable Volatility Index (VOL) www.cboe.com/VOL

 
The Investable Volatility Index (VOL)

The Investable Volatility Index (VOL)

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".

The Investable Volatility Index Description
The Investable Volatility Index Factsheet

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