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 19.59 0.19
VXN 23.15 0.50
VXO 19.95 0.44
VXD 18.69 0.17
RVX 22.38 -0.16
VXST 18.41 0.22
VXV 21.84 0.25
VXMT 22.13 0.07

Volatility Indexes on Non- U.S. Stock ETFs

Delayed Quotes
Sym Last Pt. Change
VXEFA 19.73 -0.65
VXEEM 28.64 0.22
VXFXI 36.05 -0.29
VXEWZ 48.15 -0.55

Volatility Indexes on Interest Rates

Delayed Quotes
Sym Last Pt. Change
TYVIX 5.14 -0.03
SRVIX 87.49 -0.11

Volatility Indexes on Commodity-related ETFs

Delayed Quotes
Sym Last Pt. Change
OVX 44.72 0.58
GVZ 17.29 -0.25
VXSLV 30.37 -0.69
VXGDX 52.22 -0.19
VXXLE 29.63 0.49

Volatility Indexes on Currency-related Futures/ETFs

Delayed Quotes
Sym Last Pt. Change
EUVIX 10.00 -0.27
JYVIX 10.53 -1.47
BPVIX 7.22 0.04
EVZ 9.89 -0.27

Volatility Indexes on Single Stocks

Delayed Quotes
Sym Last Pt. Change
VXAZN 47.23 2.00
VXAPL 39.90 1.63
VXGS 28.99 -0.41
VXGOG 36.49 1.07
VXIBM 26.53 -0.01

Volatility of VIX

Delayed Quotes
Sym Last Pt. Change
VVIX 93.92 1.46

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