Volatility Indexes www.cboe.com/Volatility

   
VIX - CBOE Volatility Index  
   

Prices for 3 VIX
Futures are above

The Chicago Board Options Exchange® (CBOE®) calculates and updates the prices of several volatility indexes that are designed to measure the market's expectation of future volatility implied by options prices.

CBOE's volatility indexes are key measures of market expectations of volatility conveyed by option prices. The indexes measure the market's expectation of volatility implicit in the prices of options. The indexes are quoted in percentage points, just like the standard deviation of a rate of return, e.g. 19.36. CBOE disseminates the index values continuously during trading hours. The indexes are leading barometers of investor sentiment and market volatility relating to listed options.


Volatility Indexes

Volatility Indexes on U.S. Stock Indexes

Delayed Quotes
Sym Last Pt. Change
VIX 23.38 1.54
VXN 27.65 2.30
VXO 25.99 2.78
VXD 22.13 1.19
RVX 28.53 2.32
VXST 22.96 1.21
VXV 24.48 0.82
VXMT 25.03 0.85

Volatility Indexes on Non- U.S. Stock ETFs

Delayed Quotes
Sym Last Pt. Change
VXEFA 24.79 1.50
VXEEM 32.79 1.23
VXFXI 39.69 1.56
VXEWZ 52.72 1.78

Volatility Indexes on Interest Rates

Delayed Quotes
Sym Last Pt. Change
TYVIX 5.99 -0.09
SRVIX 83.60 0.06

Volatility Indexes on Commodity-related ETFs

Delayed Quotes
Sym Last Pt. Change
OVX 66.67 -0.11
GVZ 19.58 2.19
VXSLV 27.51 1.82
VXGDX 50.67 0.43
VXXLE 40.31 2.02

Volatility Indexes on Currency-related Futures/ETFs

Delayed Quotes
Sym Last Pt. Change
EUVIX 10.15 -0.34
JYVIX 11.13 -0.50
BPVIX 9.56 -0.08
EVZ 11.19 -0.30

Volatility Indexes on Single Stocks

Delayed Quotes
Sym Last Pt. Change
VXAZN 44.18 5.62
VXAPL 32.49 3.20
VXGS 37.96 2.13
VXGOG 35.53 4.97
VXIBM 24.18 0.77

Volatility of VIX

Delayed Quotes
TickerIndex
VVIX CBOE VIX of VIX Index
Sym Last Pt. Change
VVIX 100.55 5.33

Futures and Options on CBOE's Volatility Indexes

Listed options on volatility indexes are offered for trading on CBOE, while futures on volatility indexes are traded at the CBOE Futures Exchange (CFE).

Futures and options on the CBOE's volatility indexes have several features that distinguish them from most equity and index options. Here are unique features of VIX options:

  • Pricing Based on Forward VIX Value
  • Pricing Can Be Different for a Number of Reasons
  • Wednesday Settlement
  • Special Opening Quotation Price
  • High Volatility of Volatility