Volatility on Stock Indexes

Volatility on Stock Indexes

Cboe Global Markets has created a suite of volatility benchmark indexes based on all of the major U.S. broad-based stock indexes, including:

The VIX Index methodology is applied to the options prices of the respective underlying index to measure the market expectations of near-term volatility, creating a "VIX Index" for each sector, i.e. technology stocks reflected in the NASDAQ-100; small cap stocks tracked by the Russell 2000; or the benchmark of the overall U.S. stock market, the S&P 500.

Cboe Global Markets also offers volatility benchmark indexes that track different time horizons such as 9-day, 3-month and 6-month periods and offers tradable options and futures contracts on several of these volatility benchmark indexes.

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