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CBOE Nasdaq 100 Index Microsite
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Volatility Index (VIX) Futures
CBOE Volatility Index (VIX) Microsite
Trading VIX Futures Seminar
VIX Articles
VIX Primer
DJIA Volatility Index Futures
S&P 500 BuyWrite Index Futures Microsite
S&P 500 3-month Variance Futures

Introduction
The Basics
Additional Features of VIX
  • Performance of VIX Futures
  • Fair Value of VIX Futures
  • Stacking and Rolling VIX Futures Positions
  • From VIX Futures to the Term Structure of Implied Volatility
Trading Applications
  • Trading the Direction of Implied Volatility
  • Implied Volatility Spreads
  • Hedging Market Risk and Portfolio Diversification
  • Hedging Implied Volatility Risk
  • Hedging or Spreading against Realized Volatility Risk
All About VIX
  • How is VIX Calculated? Step-by-Step Numerical Calculation
  • The Theory behind the VIX Calculation
  • VIX Volatility and Black-Scholes Volatility
  • Mathematical Derivation of VIX
  • VIX Bibliography
Historical Performance
  • Characteristic Patterns of VIX
  • Relationship between VIX and Other Assets
  • VIX and Realized Volatility




* The methodology of the CBOE Volatility Index is owned by CBOE and may be covered by one or more patents or pending patent applications.




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