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CBOE S&P 500 3-Month Volatility Index (VXV)

CBOE S&P 500 3-Month Volatility Index - VXV

The CBOE S&P 500 3-Month Volatility Index (VXV) is designed to be a constant measure of 3-month implied volatility of the S&P 500® (SPX) Index options.

The VXV Index has tended to be less volatile than the CBOE Volatility Index® (VIX®), which measures one-month implied volatility. Using the VXV and VIX indexes together provides useful insight into the term structure of S&P 500 (SPX) option implied volatility.

CBOE S&P 500® 3-Month Volatility Index Description

Spreadsheet with Daily Price History of the VXV Index

VIX Term Structure



Price Graphs

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




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



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
VIX Term Structure




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