Vol Indexes Up +17% So Far This Month – VHSI, VCAC, and VXEWZ – By Matt Moran

June 14, 2013 — Volatility indexes that have risen more than 17% so far this month include the VHSI – HSI Volatility Index (Hong Kong), the VCAC – CAC-40 Volatility Index (France), and the VXEWZ – CBOE Brazil ETF Volatility Index. On the other hand, the OVX – CBOE Crude Oil Volatility Index has fallen 13.1% so far this month. 

Below is a table featuring volatility indexes that are either up or down more than 10% so far in June.  An analysis of the closing values and changes for these indexes has the potential to give some valuable clues as to changes in investor sentiment for various investments worldwide and related listed options.

Vol indexes in June

VCAC INDEX — HI-LOW-CLOSE

The month-end closing value for the VCAC Index in May was 16.08, but throughout most of this month the VCAC Index has bounced around between 18 and 21. Implied volatility for the French stock index is up this month.

VCAC June 14

VOLATILITY OF VOLATILITY

The CBOE VIX of VIX Index experienced rose 22.7% in two days this past week – its closing values were 82.94 on June 10th and 101.77 on June 12th. www.cboe.com/VVIX.  Implied volatility levels related to the popular VIX options recently experienced some big changes.

VVIX June 14

To learn more about volatility indexes and how they can be helpful to investors, please visit www.cboe.com/volatility.

The posts on this blog are opinions, not advice.
Please read our disclaimer for Indices.

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