13 Volatility Indexes Rose More Than 10% Today

Today the S&P 500 (SPX) Index fell 31.39 to close at 1874.74, and, as shown in the table below, thirteen of CBOE’s volatility indexes rose by more than 10%.

% Change            Close                     Ticker                    Index

24.0%                    27.22                     VXST                      CBOE Short-Term Volatility Index

22.6%                    66.70                     VXEWZ                 CBOE Brazil ETF Volatility Index

21.8%                    35.72                     VXXLE                   CBOE Energy Sector ETF Volatility Index

21.3%                    47.63                     VXAZN                  CBOE Equity VIX® on Amazon

20.1%                    28.49                     VXIBM                  CBOE Equity VIX® on IBM

16.0%                    131.57                   VVIX                      CBOE VIX of VIX Index

16.0%                    24.64                     VIX®                      CBOE Volatility Index®

13.7%                    33.77                     VXAPL                   CBOE Equity VIX® on Apple

13.7%                    25.72                     VXN                       CBOE NASDAQ Volatility Index

12.5%                    38.60                     VXGOG                 CBOE Equity VIX® on Google

11.5%                    22.53                     VXO                       CBOE S&P 100 Volatility Index

11.0%                    22.12                     VXV                       CBOE 3-Month Volatility Index

10.4%                      5.74             VXTYN        CBOE/CBOT 10-yr US Treasury Note Volatility Index

Some investors look to futures and options on volatility indexes for their potential to be used in diversification and tail risk management strategies.


The CBOE Short-Term Volatility Index (VXST) rose 24% today. VXST provides a market-based gauge of expectations of 9-day volatility, making it particularly responsive to changes in the S&P 500® Index.  Futures and options on VXST now are available.  Below is a one-week price chart for VXST.


To learn more about volatility indexes and related strategies, please visit www.cboe.com/volatility.