VIX Decomposition (Beta)

This tool uses the Cboe VIX Decomposition framework to explain contributing factors for Cboe VIX Index changes between two consecutive trading dates. See the VIX Index Decomposition whitepaper for detail on the decomposition framework. To use the tool to decompose a day-change in the VIX index into its constituent factors, enter the To Date (the From Date will be automatically populated) and press the Compute button.

The information herein is provided solely for informational purposes. Past performance of an index or financial product is not indicative of future results. Indices are not financial products that can be invested in directly, but they can be used as the basis for financial products (for example, without limitation, options, futures, mutual funds or exchange-traded funds) or to help manage portfolios. Nothing herein should be construed as investment advice.