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VXN
 Cboe NASDAQ-100 Volatility Index
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16.75

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16.75

Cboe NASDAQ-100 Volatility Index
  • Overview
  • Performance
     

Cboe NASDAQ-100 Volatility Index (VXN)

The Cboe NASDAQ-100 Volatility IndexSM (VXN) is a key measure of market expectations of near-term volatility conveyed by NASDAQ-100® Index (NDX) option prices. It measures the market's expectation of 30-day volatility implicit in the prices of near-term NASDAQ-100 options. VXN is quoted in percentage points, just like the standard deviation of a rate of return, e.g. 19.36. Cboe disseminates the VXN index value continuously during trading hours. The VXN Index is a leading barometer of investor sentiment and market volatility relating to the NASDAQ-100 Index.


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