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Cboe Volatility Index® (VX) Futures

VX Futures, Cboe's trademark Market Volatility Index, provide a pure play on implied volatility independent of the direction and level of stock prices. VX futures may also provide an effective way to hedge equity returns, to diversify portfolios, and to spread implied against realized volatility.

Cboe/CBOT 10-Year U.S. Treasury Note Volatility IndexSM (VXTY) Futures

The VXTY is based on real-time mid-quotes of options on 10-Year Treasury Note futures listed on the Chicago Board of Trade ("CBOT") (Symbol: OZN options), and is designed to reflect investors' consensus view of the expected volatility of CBOT 10-Year Treasury Note futures over the next 30 calendar days. A mid-quote is the midpoint between the bid and offer for an option series.

U-Mass Volatility Case Study

Click here to read "VIX Futures and Options - A Case Study of Portfolio Diversification During the 2008 Financial Crisis".

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