Tag Archives: VXV. Weeklys

Comparing VXST (9-day), VIX (30-day) and VXV (93-day) Indexes, and Term Structure – By Matt Moran

On October 1 the new CBOE S&P 500 Short-Term Volatility Index (VXST) was introduced at the second annual CBOE Risk Management Conference Europe. VXST is first-ever volatility gauge that includes the expected volatility of the popular SPX Weeklys options. To gain an understanding of investors’ consensus views of expected stock market volatility over different time […]

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