Cboe S&P 500 9-Day Volatility IndexSM (VIX9DSM) www.cboe.com/VIX9D

Cboe S&P 500 9-Day Volatility Index (VIX9D)

The Cboe S&P 500 9-Day Volatility Index (VIX9D) and the Cboe Volatility Index® (VIX®) both reflect investors' consensus view of expected stock market volatility. While the VIX measures expectations of 30-day future volatility, the VIX9D provides a market-based gauge of expectations of 9-day volatility, making it particularly responsive to changes in the S&P 500® Index. The VIX9D Index provides a market estimate of short-term expected (implied) volatility that is calculated by using real-time S&P 500® Index option bid/ask quotes. VIX9D uses nearby and second nearby options with at least 1 day left to expiration and then weights them to yield a constant, nine-day measure of the expected volatility of the S&P 500 Index.

Data

VIX9D Daily Close Price History

Cboe 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. Your use of Cboe data is subject to the Terms and Conditions of Cboe's Websites. On April 20, 2011, the calculation of the VIX9D was based solely on 30-day (5/21/11 exp. date) SPX options since SPXW options were not available on that date.

Updated Price Charts

VIX9D:




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

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