| |
VXN |
 |
|
 |
| NDX |
1830.04 |
9.99 |
| QQQQ |
45.04 |
0.28 |
| BXN |
317.05 |
0.93 |
| VXN |
24.52 |
-0.41 |
| VIX |
23.61 |
-0.28 |
|
|
Introduction
Methodology for Calculation of the VXN Index
VXN Historical Price Data
VXN Price Charts
Introduction
The CBOE NASDAQ-100 Volatility IndexSM (VXNSM) is a key measure of market expectations of near-term volatility conveyed by NASDAQ-100 Index (NDX) option prices. It measures the market's expectation of 30-day volatility implicit in the prices of near-term NASDAQ-100 options. VXN is quoted in percentage points, just like the standard deviation of a rate of return, e.g. 19.36. CBOE disseminates the VXN index value continuously during trading hours. The VXN Index is a leading barometer of investor sentiment and market volatility relating to the NASDAQ-100 Index.
Methodology for Calculation of the VXN Index
On September 22, 2003, CBOE implemented a new methodology and revised price history for the VXN Index. The same formula and methodology used to calculate the VIX Index is applied to the VXN as well.
VXN Historical Price Data
Please select from the links below for VXN historical data using the new methodology:
VXN data for February 2001 - Present (Updated Daily)
Click here for the most recent VIX, VXO, and VXN Open, High, Low and Close data.
CBOE Nasdaq Volatility Index data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim, demand or cause for action. The information and data was obtained from sources believed to be reliable, but accuracy is not guaranteed.
VXN Price Charts
Updated Price Charts
CBOE Nasdaq-100 Volatility Index (VXN) www.cboe.com/VXN
Intraday
1 week
3 month
6 month
1 year
5 year
5 year % change vs. S&P 500 Index (SPX) *
* The S&P 500 Index (SPX) is a price index that does not include reinvested dividends.
Links for More Up-to-date Price Information
Price Quotes Page
Advanced Charts
Spreadsheets with Historical Price Data
Historical Daily Prices - Spreadsheet with Closing Prices for Several Indexes
Historical Month-end Prices - Spreadsheet with Closing Prices for Several Indexes
In addition, Market Data Express gives users access to more than 16 years of historical options data
CBOE is solely responsible for calculating and disseminating the CBOE NASDAQ-100 Volatility Index from the implied volatilities of certain options based on the Nasdaq-100 Index, and neither the Nasdaq Stock Market, Inc. nor any of its affiliates (which are collectively referred to as the Corporations) shall have any liability arising out of the calculation or dissemination of the CBOE Nasdaq-100 Volatility Index. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE CBOE NASDAQ-100 VOLATILITY INDEX.
Options involve risk and are not suitable for all
investors. Prior to buying or selling an option, a person must receive a copy
of Characteristics and Risks of Standardized
Options (ODD). Copies of the ODD are available from your broker, by
calling 1-888-OPTIONS, or from The Options Clearing Corporation, One North
Wacker Drive, Suite 500, Chicago, Illinois 60606. The information on this
website is provided solely for general education and information purposes and
therefore should not be considered complete, precise, or current. Many of the
matters discussed are subject to detailed rules, regulations, and statutory
provisions which should be referred to for additional detail and are subject to
changes that may not be reflected in the website information. No statement
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