Volatility Indexes www.cboe.com/Volatility

   
VIX - CBOE Volatility Index  
   

Prices for 3 VIX
Futures are above

The Chicago Board Options Exchange® (CBOE®) calculates and updates the prices of several volatility indexes that are designed to measure the market's expectation of future volatility implied by options prices.

CBOE's volatility indexes are key measures of market expectations of volatility conveyed by option prices. The indexes measure the market's expectation of volatility implicit in the prices of options. The indexes are quoted in percentage points, just like the standard deviation of a rate of return, e.g. 19.36. CBOE disseminates the index values continuously during trading hours. The indexes are leading barometers of investor sentiment and market volatility relating to listed options.


Volatility Indexes

Volatility Indexes on U.S. Stock Indexes

Delayed Quotes
Sym Last Pt. Change
VIX 26.05 -0.05
VXN 28.75 0.29
VXO 25.52 -0.63
VXD 25.31 -0.20
RVX 26.74 -0.33
VXST 27.11 -1.78
VXV 25.34 0.48
VXMT 24.00 0.62

Volatility Indexes on Non- U.S. Stock ETFs

Delayed Quotes
Sym Last Pt. Change
VXEFA 24.51 0.14
VXEEM 37.18 4.56
VXFXI 45.85 4.05
VXEWZ 46.13 2.81

Volatility Indexes on Interest Rates

Delayed Quotes
Sym Last Pt. Change
TYVIX 6.02 -0.18
SRVIX 90.51 -0.08

Volatility Indexes on Commodity-related ETFs

Delayed Quotes
Sym Last Pt. Change
OVX 51.56 2.53
GVZ 18.80 0.06
VXSLV 33.70 0.11
VXGDX 62.70 1.22
VXXLE 37.07 -0.51

Volatility Indexes on Currency-related Futures/ETFs

Delayed Quotes
Sym Last Pt. Change
EUVIX 12.56 -0.50
JYVIX 11.33 -0.29
BPVIX 8.25 -0.17
EVZ 12.68 -0.49

Volatility Indexes on Single Stocks

Delayed Quotes
Sym Last Pt. Change
VXAZN 37.67 -0.69
VXAPL 39.49 -0.20
VXGS 34.00 0.90
VXGOG 33.50 0.42
VXIBM 27.54 0.23

Volatility of VIX

Delayed Quotes
TickerIndex
VVIX CBOE VIX of VIX Index
Sym Last Pt. Change
VVIX 127.18 -1.41

Futures and Options on CBOE's Volatility Indexes

Listed options on volatility indexes are offered for trading on CBOE, while futures on volatility indexes are traded at the CBOE Futures Exchange (CFE).

Futures and options on the CBOE's volatility indexes have several features that distinguish them from most equity and index options. Here are unique features of VIX options:

  • Pricing Based on Forward VIX Value
  • Pricing Can Be Different for a Number of Reasons
  • Wednesday Settlement
  • Special Opening Quotation Price
  • High Volatility of Volatility
  VIX Snapshot

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