CBOE new product: Short-term volatility index
from The Street
Chicago Board Options Exchange (CBOE) rolled out a new volatility index recently at the Second Annual European CBOE Risk Management Conference in Sintra, Portugal. The CBOE S&P 500 Short-Term Volatility Index (VXST) is a measure of the nine-day version of the CBOE Volatility Index (VIX). The VXST level is determined using the same industry standard methodology used to calculate VIX.
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