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 16.11 0.82
VXN 18.14 0.85
VXO 17.08 1.03
VXD 15.97 0.56
RVX 18.63 0.65
VXST 15.62 0.12
VXV 17.92 0.38
VXMT 19.43 0.31

Volatility Indexes on Non- U.S. Stock ETFs

Delayed Quotes
Sym Last Pt. Change
VXEFA 17.44 -0.30
VXEEM 18.83 -0.24
VXFXI 22.94 0.52
VXEWZ 35.44 0.44

Volatility Indexes on Interest Rates

Delayed Quotes
Sym Last Pt. Change
VXTYN 5.79 0.01
SRVX 91.71 0.08

Volatility Indexes on Commodity-related ETFs

Delayed Quotes
Sym Last Pt. Change
OVX 50.85 -2.87
GVZ 15.83 -0.51
VXSLV 28.21 -0.48
VXGDX 37.61 -0.32
VXXLE 22.42 -0.01

Volatility Indexes on Currency-related Futures/ETFs

Delayed Quotes
Sym Last Pt. Change
EUVIX 13.47 -0.04
JYVIX 9.85 -0.15
BPVIX 14.63 0.51
EVZ 13.37 -0.41

Volatility Indexes on Single Stocks

Delayed Quotes
Sym Last Pt. Change
VXAZN 33.91 1.25
VXAPL 32.25 1.02
VXGS 22.90 -0.06
VXGOG 25.95 0.35
VXIBM 24.20 0.76

Volatility of VIX

Delayed Quotes
Sym Last Pt. Change
VVIX 84.91 0.90

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
  VIX Snapshot

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