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CBOE Nasdaq 100 Index Microsite
CBOE Russell 2000 Index Microsite
Volatility Index (VIX) Futures
CBOE Volatility Index (VIX) Microsite
Trading VIX Futures Seminar
VIX Articles
VIX Primer
DJIA Volatility Index Futures
S&P 500 BuyWrite Index Futures Microsite
S&P 500 3-month Variance Futures

Introduction
The Basics
Additional Features of VIX
  • Performance of VIX Futures
  • Fair Value of VIX Futures
  • Stacking and Rolling VIX Futures Positions
  • From VIX Futures to the Term Structure of Implied Volatility
Trading Applications
  • Trading the Direction of Implied Volatility
  • Implied Volatility Spreads
  • Hedging Market Risk and Portfolio Diversification
  • Hedging Implied Volatility Risk
  • Hedging or Spreading against Realized Volatility Risk
All About VIX
  • How is VIX Calculated? Step-by-Step Numerical Calculation
  • The Theory behind the VIX Calculation
  • VIX Volatility and Black-Scholes Volatility
  • Mathematical Derivation of VIX
  • VIX Bibliography
Historical Performance
  • Characteristic Patterns of VIX
  • Relationship between VIX and Other Assets
  • VIX and Realized Volatility




* The methodology of the CBOE Volatility Index is owned by CBOE and may be covered by one or more patents or pending patent applications.




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