Volatility Indexes

Volatility Indexes (Updated on 06-Apr-2013)
Symbol Price 1 week chng Description 30 Days
ASCNCHIX:IND AlphaShares Chinese Volatility Index
INVIXN:IND 16.16 +0.94 India NSE Volatility Index 13.07,13.34,14.25,15.13,16.2,14.66,15.16,15.85,16.71,16.66,16.51,15.54,16.36,15.8,15.22,14.85,14.1,14.87,15.85,16.16
IVMIB30:IND 28.12 +1.99 Italy MIB Volatility Index 26.32,23.64,24.13,22.97,23.96,23.38,23.39,25.09,25.45,24.84,25.1,25.31,25.34,27.04,28.2,26.13,27.34,27.03,27.79,28.12
RTSVX:IND 17.62 +0.17 Russian Volatility Index 20.31,19.67,21.33,20.89,20.29,18.96,19.3,23.16,21.62,21.8,21.67,21.29,21.93,20.56,19.3,18.4,17.45,18.51,17.78,18.18,18.39,17.62
RVX:IND 18.21 +2.03 Russell 2000 Volatility Index 16.14,15.4,14.95,15.46,14.68,13.65,14.3,16.02,17.29,15.85,16.78,16.97,17,16.24,16.32,16.18,17.72,17.1,18.35,18.1,18.21
SAVIT40:IND JSE Securities South African Volatility Index
SPAVIX:IND 14.91 +0.81 S&P/ASX Volatility Index 14.93,14.36,13.83,13.93,14.18,15.3,14.27,18.3,17.73,16.77,15.69,15.01,14.74,14.81,13.67,14.1,14.5,14.74,15.09,14.91
V1X:IND 18.80 +2.15 Deutsche Borse VDAX-NEW Volatility Index 16.2,15.48,15.68,15.69,15.22,14.07,13.93,15.32,16.73,15.74,16.25,17.56,17.6,16.89,17.35,16.65,15.61,16.59,16.74,18.8
V2X:IND 22.29 +1.40 Dow Jones EURO STOXX 50 Volatility Index 18.74,17.38,17.62,17.32,16.93,15.08,15.73,18.1,21.53,18.87,19.79,21.29,21.24,20.88,21.86,20.89,19.62,20.76,21.1,22.29
V3X:IND 15.74 +3.42 Deutsche Borse VSMI Volatility Index 12.91,12.46,12.63,12.1,12.01,11.78,11.44,12.26,13.25,12.59,12.98,14.02,13.64,13.23,13.02,12.32,12.49,13.04,14.56,15.74
VAEX:IND 16.51 +2.48 AEX Volatility Index 12.58,11.81,12.72,12.08,11.85,11.37,11.52,12.54,14.16,13.07,13.49,14.49,14.53,14.02,14.54,14.03,14.05,14.64,15.31,16.51
VCAC:IND 21.49 +2.13 CAC 40 Volatility Index 17.66,15.88,16.54,16.03,15.53,14.81,15.11,16.56,19.04,17.03,17.96,19.31,19.73,19.31,20.01,19.36,18.53,19.42,20.01,21.49
VFTSE:IND 15.31 +2.98 FTSE 100 Volatility Index 11.94,12.1,13.23,12.7,12.55,12.16,11.98,13.38,14.21,13.1,13.28,13.78,13.31,12.83,12.76,12.33,11.79,12.78,13.73,15.31
VHSI:IND 16.96 +2.27 HSI Volatility Index 15.28,14.61,14.68,15.06,15.69,14.96,15.28,18.01,16.98,16.54,16.18,15.56,15.84,15.75,15.15,14.69,15.04,14.51,16.96
VIMEX:IND 12.37 +1.79 Volatility Index Mexico 11.25,10.81,11.1,10.95,12.22,11.33,11.79,12.69,11.74,11.53,10.9,10.93,10.14,10.58,11.32,10.93,11.69,11.88,12.37
VIX:IND 13.92 +1.22 CBOE S&P 500 Volatility Index 13.06,12.59,11.56,12.27,11.83,11.3,11.3,13.36,14.39,12.67,13.99,13.57,13.74,12.77,13.15,12.7,13.58,12.78,14.21,13.89,13.92
VIXC:IND 15.31 +3.60 S&P/TSX 60 VIX 13.33,12.7,14.77,13.11,14.46,15.4,13.08,13.24,13.2,11.89,12.8,12.32,12.8,11.95,12.04,11.71,12.8,12.28,15.04,15.68,15.31
VKOSPI:IND 18.51 +4.17 KOSPI 200 Volatility Index 15.14,14.7,15.89,15.95,15.41,15.66,15.98,16.49,16.41,16.57,16.67,16.12,14.85,14.6,14.56,14.9,14.34,15.07,15.45,15.33,16.61,18.51
VNKY:IND 28.65 +2.98 NIKKEI Volatility Index 25.09,26.64,26.49,25.72,24.7,23.85,22.59,26.11,24.14,24.14,27.49,25.66,26.33,25.64,26.44,25.67,27.07,27.71,27.12,26.14,28.65
VXD:IND 12.54 +0.85 Dow Jones Industrial Average Volatility Index 12.04,11.64,10.68,10.84,10.54,10.22,10.08,11.78,12.59,11.59,12.55,12.28,12.53,11.7,12.13,11.69,12.26,11.56,12.67,12.6,12.54
VXN:IND 15.52 +2.24 NDX Volatility Index 14.23,13.72,12.41,12.84,12.65,12.33,12.03,13.69,14.45,13.42,14.24,13.88,14.35,13.42,13.57,13.28,14.48,14.02,14.94,15.26,15.52
VXV:IND 15.38 +0.74 CBOE S&P 500 3-Month Volatility Index 14.74,14.52,14.3,14.58,14.51,14.1,14.26,15.39,15.71,14.93,15.53,15.26,15.3,14.75,14.93,14.64,15.28,14.71,15.49,15.3,15.38
Non-Equity Indexes (Updated on 06-Apr-2013)
BBOX:IND 79.98 -1.19 Barclays Swaption Volatility 81.15,81.15,80.92,80.53,80.81,81.13,81.02,81.93,82.5,82.26,82.43,82.09,81.65,81.33,81.29,81.17,81.17,81.2,81.32,80.68,80.5,79.98
CIV:IND 23.83 +1.72 CBOE/CBOT Corn Volatility Index 22.21,21.26,23.01,22.67,22.93,23.18,22.53,23.92,23.58,23.69,23.25,22.39,23.32,23.85,23.69,22.11,24.5,22.86,22.34,23.12,23.83
CVIX:IND 8.81 -0.15 Deutsche Bank FX Volatility Index 8.95,8.91,8.99,8.95,8.92,8.77,8.61,9.14,9.41,9.09,9.15,9.45,9.15,9.09,9.11,8.86,8.96,8.93,8.9,8.6,8.81,8.81
EVZ:IND 8.43 -0.93 CBOE EuroCurrency Volatility Index 8.56,8.5,8.46,8.33,8.64,8.52,8.39,9.4,10.16,9.5,9.97,10.43,9.99,9.82,9.92,9.36,9.67,9.45,9.24,8.88,8.43
GVXX:IND 14.07 +1.26 CBOE/COMEX Gold Volatility Index 14.42,13.76,13.41,18.04,12.92,13.17,13.11,13.2,13.91,13.36,13.02,12.86,12.92,12.49,13,12.81,13.18,13.77,15.3,15.45,14.07
GVZ:IND 14.46 +2.05 CBOE Gold ETF VIX Index 14.84,13.54,12.96,12.07,12.24,12.59,12.43,13.3,14.52,13.33,13.37,12.89,12.99,12.48,12.33,12.41,13.13,13.73,15.21,16.03,14.46
JPMVXYEM:IND 7.31 +0.10 JPMorgan Emerging Market Volatility Index 7.16,7.1,7.01,7.08,7.34,7.36,7.33,7.41,7.63,7.51,7.54,7.56,7.38,7.34,7.27,7.18,7.21,7.16,7.21,7.35,7.39,7.31
JPMVXYG7:IND 9.19 -0.05 JPMorgan G7 Volatility Index 9.28,9.3,9.21,9.18,9.28,9.12,8.98,9.41,9.74,9.45,9.51,9.62,9.49,9.33,9.4,9.19,9.24,9.17,9.02,8.94,9.22,9.19
JPMVXYGL:IND 8.90 -0.03 JPMorgan Global FX Volatility 8.96,8.96,8.87,8.86,8.98,8.85,8.73,9.11,9.42,9.15,9.21,9.3,9.17,9.03,9.07,8.88,8.93,8.86,8.75,8.69,8.94,8.9
JPUSSTVL:IND 519.53 -4.83 JPM Strategic Volatility Index 505.49,510.91,517.28,514.89,520.57,523.2,523.4,513.03,506.55,527.48,517.41,517.74,519.59,524.69,521.22,524.36,521.88,527.03,512.71,519.53
MOVE3M:IND 56.12 -3.39 Merrill Lynch Option Volatility Estimate 61.9,61.3,59.9,59.3,59.8,60.7,60.4,60.6,62.3,62.25,62.7,63,60.76,59.36,60.44,59.51,58.74,58.16,57.13,57.21,56.12
SMOVE3M:IND 53.28 -3.20 Merrill Lynch Swaptions Volatility Estimate 58.8,58.1,56.8,56.3,56.8,57.6,57.3,57.4,59.1,59.06,59.5,59.79,57.65,56.33,57.36,56.48,55.74,55.19,54.21,54.29,53.28
DVX:IND 81.00 -2.20 USD Vega Index 83.3,83.6,83.4,82.9,83.4,84.5,84.4,84.9,84.8,84.7,85,84.8,83.9,83.5,83.4,83.2,82.1,83.1,82.7,82.3,81
OIV:IND 21.36 +2.93 CBOE/NYMEX WTI Oil Volatility Index 20.79,19.7,19.42,18.96,19.24,18.3,18.96,18.93,20.9,19.37,19.6,18.9,18.59,17.94,17.83,18.43,19.13,19.26,21.47,22,21.36
OVX:IND 21.39 +3.20 CBOE Oil ETF VIX Index 21.29,20.8,19.42,18.77,19.09,18.36,18.76,19.45,21.14,19.58,19.74,19.11,19.08,17.81,17.95,18.19,19.2,19.33,21.74,21.84,21.39
SAVIWMAZ:IND JSE Securities White Maize Volatility Index
SIV:IND 19.08 +1.93 CBOE/CBOT Soybean Volatility Index 19.77,19.72,19.56,19.18,19.61,19.21,18.07,18.75,18.92,18.6,19.34,19.08,19.63,20.5,19.07,17.15,17.94,17.58,17.8,18.01,19.08
Volatility Strategy Indexes (Updated on 06-Apr-2013)
SRVX:IND 80.01 -4.05 CBOE Interest Rate Volatility Index 83.84,84.27,84.11,84.07,84.33,84.57,84.22,84.23,84.22,85.64,85.29,85.14,84.83,84.35,84.16,84.06,83.88,83.92,83.28,80.74,80.01
VXSLV:IND 24.43 +3.57 CBOE Silver ETF VIX Index 24.76,23.22,22.57,21.64,21.93,22.22,21.68,22.51,24.35,22.68,22.95,22.93,22.25,21.38,20.9,20.86,23.15,24.16,25.62,26.01,24.43
VPN:IND 233.89 -0.34 CBOE VIX Premium Strategy Index 229.74,230.65,232.47,231.9,232.59,233.5,233.5,230.88,228.38,233.65,232.6,232.95,233.42,234.23,233.77,234.23,233.77,235.16,233.19,234.12,233.89
VXTH:IND 156.56 -1.55 CBOE VIX Tail Hedge 155.44,156.15,156.67,156.3,156.56,157.44,157.19,156.32,155.94,156.99,155.69,156.81,156.29,157.56,157.57,158.11,157.41,158.23,156.59,157.23,156.56
VPD:IND 236.64 -0.35 CBOE Capped VIX Premium Strategy Index 232.19,233.12,234.97,234.39,235.09,236.01,236.01,233.35,230.81,236.28,235.22,235.57,236.16,236.99,236.52,236.99,236.52,237.93,235.93,236.87,236.64
SKEW:IND 118.34 -4.59 CBOE SKEW Index 125.28,124.46,125.21,128.66,127.13,128.96,129.12,126.17,127.08,123.73,121.69,122.18,122.03,122.47,121.99,122.93,121.21,122.84,120.92,120.79,118.34
VTY:IND 86.67 -0.12 CBOE S&P 500 VARB-X Index 86.22,86.27,86.27,86.28,86.33,86.32,86.5,86.04,85.94,86.35,86.1,86.27,86.35,86.62,86.6,86.79,86.59,86.88,86.54,86.67,86.67
MLHFEV1:IND Merrill Lynch Equity Volatility Arbitrage Index
DBVEHUT:IND 264.69 +0.61 DB US Volatility Harvest 262.75,262.76,262.15,262.65,262.95,262.53,263.05,261.67,261.1,262.76,261.92,262.48,262.97,263.41,263.63,264.08,265.28,264.41,263.59,264.36,264.69
ICJ:IND CBOE SPX Implied Correlation 2013
JCJ:IND 55.49 -0.30 CBOE SPX Implied Correlation 2014 55.11,55.44,54.62,55.75,54.96,53.63,55.49,58.04,57.16,55.16,55.7,55.18,54.82,54.84,55.71,55.79,57.56,55.93,57.61,56.08,55.49
KCJ:IND 63.39 +1.01 CBOE SPX Implied Correlation 2015 62.97,62.19,62.71,61.46,60.26,59.68,60.7,62.17,62.25,60.32,61.46,61.42,61.39,60.37,62.05,62.38,63.91,63.85,62.9,62.98,63.39
VVIX:IND 84.49 +1.29 CBOE VIX of VIX 77.16,76.65,77.32,79.99,84.36,83.5,85.72,93.07,94.39,89.45,93.98,91.78,88.86,85.14,85.32,83.2,84.23,80.49,85.23,83.12,84.49
CBOE Stocks and Equity ETFs Volatility Indexes (Updated on 06-Apr-2013)
VXEEM:IND 19.15 +2.43 CBOE Emerging Markets ETF Volatility Index 16.52,15.26,15.4,15.77,16.6,16.11,15.97,18.53,19.1,18.09,20.15,19.08,18.69,16.86,16.63,16.72,18.18,17.77,18.36,19.2,19.15
VXEWZ:IND 19.65 +1.64 CBOE Brazil ETF Volatility Index 18,17.45,17.35,17.31,18.36,18.37,17.74,19.29,20.35,20.14,21.65,21.76,20.51,19.28,18.5,18.01,19.17,19.07,19.14,19.51,19.65
VXFXI:IND 23.39 +1.90 CBOE China ETF Volatility Index 20.8,20.53,21.62,21.02,21.82,21.08,21.02,22.39,23.3,22.95,23.89,23.22,22.81,21.8,21.3,21.49,22.41,22.03,23.05,22.84,23.39
VXGDX:IND 34.80 +8.10 CBOE Gold Miners ETF Volatility Index 29.79,29.6,28.15,28.33,29.14,27.94,27.18,27.97,29.34,28.93,28.7,28.16,28.84,27.19,27.24,26.7,28.23,29.26,32.33,31.9,34.8
VXXLE:IND 19.36 +2.58 CBOE Energy Sector ETF Volatility Index 17.14,16.46,14.88,15.09,15.06,14.61,15.47,17.81,18.62,17.3,18.38,17.84,17.64,16.52,16.7,16.78,17.28,17.41,18.84,19.22,19.36
VXAPL:IND 37.71 +6.63 CBOE Apple VIX 32.51,30.53,28.63,29.92,29.53,28.65,28.08,29.49,29.55,29.74,29,28.92,29.21,27.95,29.55,31.08,35.75,35.09,35.54,36.16,37.71
VXAZN:IND 34.32 +4.13 CBOE Amazon VIX 28.89,27.84,21.4,23.03,22.16,23.07,21.57,25.76,27.95,27.93,28.07,28.65,29.74,29.26,29.76,30.19,32.59,32.69,33.03,33.71,34.32
VXGOG:IND 29.00 +1.94 CBOE Google VIX 25.54,25.78,26.49,25.83,25.93,25.65,25.28,26.64,27.08,27,27.14,26.73,27.32,26.97,26.54,27.06,27.18,27.71,27.99,28.28,29
VXGS:IND 28.90 +2.26 CBOE Goldman Sachs VIX 27.19,26.39,25.38,25.45,23.66,24.7,22.95,25.08,26.82,25.91,28.49,28.49,28.39,27.62,26.98,26.64,27.48,26.79,28.07,29.04,28.9
VXIBM:IND 22.08 +2.26 CBOE IBM VIX 17.56,17.18,17.71,17.77,17.94,18.16,18.5,19.26,19.82,19.55,20.66,20.85,21.27,20.1,20.52,19.82,20.36,20.61,21.45,21.92,22.08