| CBOE Volatility Index - VIX | |
 | A volatility index for the Chicago Board Options Exchange, known by its ticker symbol "VIX." It is calculated by taking a weighted average of the implied volatility from eight calls and puts on the S&P 100 index. |
 | The VIX measures the volatility of the U.S. equity market. Many investors say that if the VIX goes above 35, it signals a bottom in the stock market. |
 Volatility Index – VIX  - The VIX is fast becoming one of the most popular indicators of market direction.The ABCs of Option Volatility - Many option traders rarely assess the market value of an option before establishing a position, why?Tips for Investors In Volatile Markets - An article discussing why you shouldn't get spooked about market volatility. TheStreet on VIX - A great primer on the VIX and what it signifies. CBOE: VIX Data - The latest VIX quote. | |
CBOE Nasdaq Volatility Index - VXNsm
The CBOE Nasdaq Volatility Index (ticker symbol: VXN) is the newest benchmark of "tech stock" volatility based on the implied volatility of Nasdaq-100 Index (NDX) options. Calculated using the same methodology as the CBOE Market Volatility Index VIX, VXN is constructed so that, at any given time, it represents the implied volatility of a hypothetical at-the-money NDX option with thirty calendar days to expiration.
The CBOE Nasdaq Volatility Index is calculated and disseminated every 60 seconds throughout the trading day beginning at 8:45 a.m. (Chicago time) and ending at 3:00 p.m. Historical index levels are available from January 1995.
Click here for the CBOE Press Release.
Click here for the most recent VXN and VIX closing data.
- VXN data for 2003 (Updated Weekly on Fridays)
- VXN data for 1995 - 2002
Data files are are in Excel format.
CBOE Volatility Index® - VIX®
One measure of the level of implied volatility in index options is CBOE's Volatility Index, known by its ticker symbol VIX. VIX, introduced by CBOE in 1993, measures the volatility of the U.S. equity market. It provides investors with up-to-the-minute market estimates of expected volatility by using real-time OEX index option bid/ask quotes. For additional information on the CBOE Volatility Index, click here.
Click here for the most recent VIX and VXN closing data.
- VIX data for 2003 (Updated Weekly on Fridays)
- VIX data for 1986 - 2002
Data files are are in Excel format.
