CBOE Futures Exchange to launch short-term VIX futures with weekly expirations
Chicago Board Options Exchange developed the index in response to demand for Weeklys options generally, and volatility contracts that measure a shorter time period in particular. Like CBOE's flagship CBOE Volatility Index (VIX Index), the Short-Term VIX Index reflects investors' consensus view of expected stock market volatility using CBOE's proprietary VIX methodology. Both indexes use S&P 500 Index (SPX) options in their calculations.
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