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Tag Archives: VXEWZ

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 [...]

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VIX Up 12.6%, as 20 Vol Indexes Rose Today

Monday, July 23 — While many stock indexes plunged today, twenty of CBOE’s volatility indexes rose.  Visit www.cboe.com/volatility to see a list of indexes with updated delayed quotes. Here is a list of percentage changes for some volatility indexes on July 23 – 12.6%       VIX® – CBOE Volatility Index®  www.cboe.com/VIX 6.3%         VVIX – CBOE VIX [...]

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Managing Brazilian Volatility with Futures and Options on the VXEWZ Index

Over the next five years, some projections indicate that the annual GDP of Brazil could surpass that of both France and the United Kingdom, and that Brazil could rise to become the fifth largest economy in the world. More investors now are concerned with the issue of managing Brazilian volatility. Today CBOE Holdings announced today [...]

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Is Crude Oil More Volatile Than Stocks? Check Out the OVX Index

In recent years I often have heard the following questions: Are there other indexes that use the VIX® methodology to create implied volatility indexes for options on other asset classes and other stock indexes? How does the volatility of the S&P 500® Index compare to the volatility of other asset classes? The answer to question [...]

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