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VIX Options and Futures     www.cboe.com/VIX

 
VIX
VIX - CBOE Volatility Index  
SPX 1878.61 3.22
VIX 13.32 0.05
VIX/K4 15.55 0.05
VIX/M4 16.03 -0.02
VIX/N4 16.58 0.03
Delayed Quotes
   
Prices for 3 VIX
Futures are above


Introduction to VIX Options and Futures

The CBOE Volatility Index® (VIX®) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. Since its introduction in 1993, VIX has been considered by many to be the world's premier barometer of investor sentiment and market volatility.

Volatility Indexes at CBOE (4-page PDF)
CBOE Press Releases
CFE Circular on Expansion of Extended Trading Hours for CBOE Volatility Index Futures Contract and Risks Relating to Extended Trading Hours (October 21, 2013)
FAQ on VIX Futures Extended Trading Hours



Key Links

VIX INDEX   VIX OPTIONS   VIX FUTURES
CBOE's Volatility Indexes

FAQ

Price Charts

Historical Data

Timeline

White Paper

VIX Press Releases

CBOE Research Notes - VIX

Videos

VIX Component Volatility Indexes (VIN, VIF)

Bibliography
  Options Specifications

VIX Options Webpage

VIX Options Strategies

VIX Options FAQ

VIX Options Delayed Quotes

VIX Options Daily Market Data

VIX Put/Call Ratios

VIX Options Historical Volume Data

S&P 500 (SPX) Options

Index Options Strategies

Most Innovative Award
  Futures Specifications
(including Extended
Trading Hours)

VIX Futures Primer

Strategies

VIX Futures Prices

CFE Delayed Quotes

VIX Term Structure

VIX Futures Settlement

CBOE Futures Exchange

CFE Statistics

CFE/VIX Futures Vendors

Most Innovative Award


BINARY OPTIONS  
Binary Options on VIX


UMass paper on "VIX Futures and Options - A Case Study of Portfolio Diversification During the 2008 Financial Crisis" (July 2009):    Two-page summary    Full report     Press Release


Here is a timeline of some key events in the history of the VIX Index:


New VIX Methodology in 2003



Volume Charts

VIX Options Avgerage Daily Volume

VIX Futures Avgerage Daily Volume



Spreadsheets with Historical Price Data

Historical Daily Prices - Spreadsheet with Closing Prices for Several Indexes
Historical Month-end Prices - Spreadsheet with Closing Prices for Several Indexes
In addition, Market Data Express gives users access to more than 16 years of historical options data



Updated Price Charts

CBOE Volatility Index® (VIX®) : www.cboe.com/VIX

Intraday


CBOE Volatility Index® (VIX®) : www.cboe.com/VIX

1 week


CBOE Volatility Index® (VIX®) : www.cboe.com/VIX

3 month


CBOE Volatility Index® (VIX®) : www.cboe.com/VIX

6 month


CBOE Volatility Index® (VIX®) : www.cboe.com/VIX

1 year


CBOE Volatility Index® (VIX®) : www.cboe.com/VIX

5 year


CBOE Volatility Index® (VIX®) : www.cboe.com/VIX

5 year % change vs. S&P 500 Index (SPX) *


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


VIX


VIX-related Benchmark Indexes

Ticker Index Website

Delayed Quotes

Sym  Last Pt. Change
VPD CBOE VIX Premium Strategy Index www.cboe.com/VPD
VPD 247.09 0.00
VPN CBOE Capped VIX Premium Strategy Index www.cboe.com/VPN
VPN 242.06 0.00
VXTH CBOE VIX Tail Hedge Index www.cboe.com/VXTH
VXTH 175.84 0.37


Testimonials from Investment Management Firms

"Rampart provides its clients with a variety of options-related programs such as the Rampart BXM Strategy, and volatility is a key factor in managing such programs. The VIX Index is an important and popular tool for measuring investor sentiment, and we appreciate the fact that the VIX methodology is being updated to better reflect expected volatility for S&P 500 (SPX) options."
- Ronald Egalka, President/CEO, Rampart Investment Mgt. Co., Boston

"Our firm uses VIX prices in risk management process and its asset allocation and pricing models. We appreciate the long track record and independent nature of the VIX index, and are very interested in exploring the possibility of using VIX futures on behalf of our clients for risk management purposes."
- Greg McMurran, CIO, Analytic Investors, Los Angeles

Click here for more options testimonials.






CBOE Volatility Index (VIX)