Volatility Indicators

Volatility Indicators

CBOE Holdings has created a number of benchmark indexes that provide volatility-related information that complements the data shown via the CBOE Volatility Index (VIX Index), including:

These benchmark indexes track factors such as the expected nearby volatility of the VIX Index itself, changes in the relative premium between index options and single-stock option, or the level of implied volatility from single SPX maturities.