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BPVIX
 Cboe/CME FX British Pound Volatility Index
Last Sale

8.76

Change

+0.39 (+4.66%)

Open

8.69

High

8.77

Low

7.63

Prev Close

8.37

Cboe/CME FX British Pound Volatility Index
  • Overview
  • Performance
     

BPVIX (Cboe/CME FX British Pound Volatility Index)

The Cboe/CME FX British Pound Volatility IndexSM (BPVIX) is a VIX®-style estimate of the expected 30-day volatility of  CME FX British pound/ Dollar futures.  Like VIX, BPVIX is calculated by interpolating between two  weighted sums of option midquote  values,  in this case options on CME FX British pound/ Dollar futures. The two sums essentially represent the expected variance of the BP to Dollar exchange rate up to two option expiration dates that bracket a 30-day period of time.  BPVIX 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.