Volatility Indexes on ETFs
Chicago Board Options Exchange (CBOE) now applies its proprietary CBOE Volatility Index® (VIX®) methodology to create indexes that reflect expected volatility for options on select exchange-traded funds (ETFs). CBOE calculates and disseminates the CBOE Emerging Markets ETF Volatility Index (ticker VXEEM), which reflects the implied volatility of the EEM ETF, the iShares MSCI Emerging Markets Index.