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.
VSXT ONE-WEEK CHART
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.