CBOE Capped VIX Premium Strategy Index (VPN)

		VIX 22.48 0.47 VPD 177.09 -1.26 VPN 178.02 -1.16 VTY 79.80 -0.70 VXV 25.23 0.52

Introduced in November 2007, the CBOE Capped VIX Premium Strategy Index (VPN) has these features:

• Tracks the performance of a strategy that systematically sells 1-month VIX futures, capped by the purchase of a VIX call option.
• Index will be calculated once per day after the close.
• The short VIX futures position is capped with long VIX calls struck 25 points higher than the VIX futures price, or calls at the closest strike below if this strike is not listed.

Description of VIX Premium Index - VPD and VPN (Adobe Acrobat format)
VPN Price History (.csv format)
VPD Price History (.csv format)

If you wish to create customized, up-to-date VPN charts, please visit the Advanced Charts page

If you wish to create customized, up-to-date VPD charts, please visit the Advanced Charts page

More Index Charts

Link to more Index Charts

Links to More Information

Press Release November 12, 2007
Volatility Indexes
Delayed Price Quotes
VIX Options "Most Innovative" Award
VIX Options Strategy - Bullish on Implied Volatility - Buy VIX Call Option
VIX Options Strategy - Bearish on VIX - Put Spread with VIX Options
VIX Options Strategy - Reverse Collar
VIX Bibliography




Options involve risk and are not suitable for all investors. Prior to buying or selling an option, a person must receive a copy of Characteristics and Risks of Standardized Options (ODD). Copies of the ODD are available from your broker, by calling 1-888-OPTIONS, or from The Options Clearing Corporation, One North Wacker Drive, Suite 500, Chicago, Illinois 60606. The information on this website is provided solely for general education and information purposes and therefore should not be considered complete, precise, or current. Many of the matters discussed are subject to detailed rules, regulations, and statutory provisions which should be referred to for additional detail and are subject to changes that may not be reflected in the website information. No statement within the website should be construed as a recommendation to buy or sell a security or to provide investment advice. The inclusion of non-CBOE advertisements on the website should not be construed as an endorsement or an indication of the value of any product, service, or website. The Terms and Conditions govern use of this website and use of this website will be deemed acceptance of those Terms and Conditions.