Measure market expectations of near-term volatility conveyed by S&P 500 stock index option prices.
The New VIX still measures the market’s expectation of 30-day volatility, but in a way that conforms to the latest thinking and research among industry practitioners. The New VIX is based on S&P 500 index option prices and incorporates information from the volatility “skew” by using a wider range of strike prices rather than just at-the-money series.
Query Forms
CBOE Indexes |
Products
Product | Description |
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cboe_all |
CBOE (Chicago Board Options Exchange)
Last updated May 1st, 2023. Data updated monthly. |