Cboe Mid-Term Volatility Index (VXMTSM) www.cboe.com/VXMT


The Cboe Mid-Term Volatility Index (Ticker: VXMT) is a measure of the expected volatility of the S&P 500 Index over a 6-month time horizon. It is calculated using the well-known VIX methodology applied to SPX options that expire 6-to-9 months in the future.

  • As investors become more sophisticated in their understanding of volatility and their use of volatility products, VXMT offers a "macro" view of market risk, a view driven less by event risk and more by the perceived risk of broad economic factors. As a result, VXMT tends to move like VIX (0.91 correlation) but with lower volatility (55% vs. 116% since January 2008)
  • VXMT joins Cboe's other volatility benchmarks - VXST (9-day), VIX (30-day) and VXV (3-month) - to create a live, streaming representation of expected volatility at key points along the SPX option term structure.
Historical Daily Closing Values of VXMT Index
VXMT Index

VXMT Index

VXMT Index

VXMT Index

Updated Price Charts


* The S&P 500 Index (SPX) is a price index that does not include reinvested dividends.

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