Experts to Discuss Worldwide Volatility Topics at RMC Europe

At CBOE’s inaugural Risk Management Conference – Europe on September 5- 7 in Ireland, several expert speakers from around the world will discuss volatility topics at sessions with titles such as: (1)Trading Implied Volatility, (2) Analyzing and Forecasting Volatility, and (3) Volatility-Based Solutions for Insurance Companies.

For the autumn of 2008, here is a list the highest end-of-week 30-day historic volatilities for some key stock indexes (unofficial estimates from Bloomberg) – 

  • 112.0 on 24-Oct-2008 for MSCI Ireland
  • 80.6 on 14-Nov-2008 for MSCI United States
  • 110.2 on 14-Nov-2008 for MSCI China Free

CBOE now calculates more than 20 implied volatility indexes www.cboe.com/volatility

Daily closing highs for implied volatility indexes in 2008 include 100.42 for the CBOE Crude Oil Volatility Index (OVX), and 80.86 for the CBOE Volatility Index® (VIX®).

Here is a one-year chart for the CBOE China ETF Volatility Index (“VXFXI”) that is updated at micrositewww.cboe.com/VXFXI

LINKS TO ADDITIONAL INFORMATION