Cboe Short-Term Volatility IndexSM (VXSTSM) www.cboe.com/VXST

Cboe Short-Term Volatility Index (VXST)

The Cboe Short-Term Volatility Index (VXST) 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 VXST provides a market-based gauge of expectations of 9-day volatility, making it particularly responsive to changes in the S&P 500® Index. The VXST 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. VXST 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.

On February 13, 2014, the Cboe Futures Exchange, LLC (CFE®) launched trading of futures with weekly expirations on the VXST Index, and on April 10, 2014 Cboe launched options on the VXST Index. As of June 18, 2015, Cboe and CFE will not be adding any new VXST futures and options, but may do so at a later date. For information regarding 30-day VIX Weeklys futures and options, please see www.cboe.com/VIXWeeklys.


VXST 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 VXST 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


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

Standard & Poor's®, S&P®, and S&P 500® are registered trademarks of Standard & Poor's Financial Services, LLC and are licensed for use by Cboe and C2 CFE. S&P does not sponsor, endorse, sell or promote any investment product that is or may be based on the VXST.

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