VIX
CBOE 30D S&P 500 implied vol
Last
…
Change
…
1Y percentile
…
LowHigh
Volatility
Based on equity derivatives: listed index options, cash volatility indices, and realized versus implied volatility.
Volatility indices
VVIX
CBOE 30D VIX implied vol
Last
…
Change
…
1Y percentile
…
LowHigh
VVIX/VIX
…
Ratio 1Y percentile
…
LowHigh
VSTOXX
STOXX 30D Euro Stoxx 50 implied vol
Last
…
Change
…
1Y percentile
…
LowHigh
SKEW
CBOE S&P 500 tail-risk pricing
Last
…
Change
…
1Y Percentile
…
LowHigh
Tail-risk pricing
…
Market Volatility
S&P 500
20-day realized volatility
Log-return standard deviation, annualized with √252
…
1Y percentile
…
LowHigh
20-day implied volatility
At-the-money listed options, constant-maturity 20 trading days
…
Volatility risk premium
20-day implied volatility minus 20-day realized volatility
…
Euro Stoxx 50
20-day realized volatility
Log-return standard deviation, annualized with √252
…
1Y percentile
…
LowHigh
20-day implied volatility
At-the-money listed options, constant-maturity 20 trading days
…
Volatility risk premium
20-day implied volatility minus 20-day realized volatility
…
OMXS30
20-day realized volatility
Log-return standard deviation, annualized with √252
…
1Y percentile
…
LowHigh
20-day implied volatility
At-the-money listed options, constant-maturity 20 trading days
…
Volatility risk premium
20-day implied volatility minus 20-day realized volatility
…
Implied Volatility Term Structure
S&P 500 vs EURO STOXX 50
Official EOD · common as-of …
Loading official EOD term structure…
S&P 500
…
Curve: …
EURO STOXX 50
…
Curve: …