Volatility Futures

Volatility futures provide investors with the ability to act on their opinion of stock market volatility direction and magnitude.

Stock market volatility became a tradeable part of the financial investments landscape in March 2004, with introduction of futures on the CBOE Volatility Index, or VIX, at the CBOE Futures Exchange. Developed by the Chicago Board Options Exchange in 1993, VIX measures market expectations of near-term volatility conveyed by stock index option prices.

CFE has continued to expand its futures product listings, and also offers: Russell 2000 Volatility Index Futures, Nasdaq-100 Volatility Index Futures, DJIA Volatility Index Futures, S&P 500 BuyWrite Index Futures, S&P 500 three-month Variance Futures, and S&P 500 12-Month Variance Futures.

Volatility Futures

• VIX Futures White Paper
• VIX Historial Data
• VIX Microsite

Glossary

• Definitions of Stock Index Terminology – A Quick Reference by Lind-Waldock

Useful Links

• CBOE
• CFE