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30-day forward-looking implied volatility
- The CVOL indexes measure the 30-day forward-looking implied volatility of an underlying futures contract based on the information contained in the prices of CME Group’s robust options on futures markets.
derivsource.com/2020/11/18/cme-group-announces-launch-of-new-implied-volatility-indexes/CME Group Announces Launch of New Implied Volatility Indexes
CME Group Volatility Index (CVOL™) The global volatility benchmark index, derived from the world’s most actively traded options on futures, across major asset classes. Available in real-time streaming and daily benchmarks. Contact a CVOL expert.
- CME Group Volatility Indexes (CVOL) – FAQ
1. What are the CME Group Volatility (CVOL) Indexes? Derived...
- CME Group Volatility Index (CVOLtm Benchmark Methodology
CME Group Volatility Index (CVOL) CVOL delivers a view of...
- CME Group Grows Suite of CVOL Indexes to Include Key Measures ...
Beginning today, market participants can now access implied...
- CME Group Announces Launch of New Implied Volatility Indexes
CME Group Volatility Indexes will be available via our CVOL...
- An Introduction to the CME Group Volatility Index (CVOL)
CME Group’s new family of implied volatility indexes, the...
- CME Group Volatility Indexes (CVOL) – FAQ
Aug 8, 2022 · 1. What are the CME Group Volatility (CVOL) Indexes? 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.
CME Group Volatility Index (CVOL) CVOL delivers a view of implied volatility across five different asset classes, derived from the world’s most actively traded options on futures.
May 11, 2021 · 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 highly liquid options markets.
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.
CME Group Volatility Indexes will be available via our CVOL Index Visualizer tool, powered by QuikStrike and through CME Datamine, with calculations made daily, updated at the end of every trading session.
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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.
