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The CME Group Volatility Index (CVOL) delivers the first ever cross-asset class family of implied volatility indices based on simple variance. Using our proprietary simple variance methodology that assigns equal weighting to strikes across the entire implied volatility curve, the CVOL Index produces a more representative measure of the market ...
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Derived from the world’s most actively traded options on...
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Aug 8, 2022 · Derived from the world’s most actively traded options on futures contracts across major asset classes, the CME Group Volatility Index (CVOL) delivers the first-ever cross-asset class family of implied volatility indexes based on simple variance. Using our proprietary simple variance methodology that assigns equal weighting to strikes across ...
May 11, 2021 · Together with the previously introduced indexes, CME Group now offers 40+ CVOL Indexes across nearly every major investible asset class. Beginning today, market participants can now access implied ...
May 11, 2021 · Together with the previously introduced indexes, CME Group now offers 40+ CVOL Indexes across nearly every major investible asset class. Beginning today, market participants can now access implied volatility information across five new multi-product indexes on Treasuries, agriculture, energy, metals and commodities, as well as several single-product benchmark indexes based on CME Group's ...
May 11, 2021 · Together with the previously introduced indexes, CME Group now offers 40+ CVOL Indexes across nearly every major investible asset class. These new daily indexes complement and expand upon CME ...
CME Group’s new family of implied volatility indexes, the CME Group Volatility Index (CVOL TM), offers an indicator of implied volatility that employs a more complete set of option prices to determine a robust estimate of future uncertainty on any underlying product. These indexes have a variety of advantages including, but not limited to:
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Dec 14, 2020 · CME Group’s new CVOL indexes completely capture constant 30-day implied volatility and clarifies it through a unique prism that generates new sets of robust volatility indices.
