Index Dashboard

VXEWZ
 Cboe Brazil ETF Volatility Index
Last Sale

32.14

Change

-0.94 (-2.84%)

Open

33.72

High

34.08

Low

31.50

Prev Close

33.08

Cboe Brazil ETF Volatility Index
  • Overview
  • Performance
     

Cboe Brazil ETF Volatility Index (VXEWZ)

The Cboe  Brazil Volatility IndexSM (VXEWZ)  is a VIX®-style estimate of the expected 30-day volatility of returns on the iShares Brazil ETF (EWZ).  Like VIX, VXEWZ is calculated by i nterpolating between two  weighted sums of option midquote  values,  in this case options on EWZ . The two sums essentially represent the expected variance of the returns on EWZ   up to two option expiration dates that bracket a 30-day period of time. VXEWZ  is obtained by annualizing the interpolated value, taking its square root and expressing the result in percentage points.

 

  
    
Critical Periods
    
The performance quoted represents past performance and does not guarantee future results.