VXN Videos, Technical Analysis, Commentary
VXN Nasdaq 100 Index Trading Videos
What is the VXN?
The CBOE NASDAQ-100 Volatility IndexSM (VXNSM) is a key measure of market expectations of near-term volatility conveyed by NASDAQ-100 Index (NDX) option prices. It measures the market's expectation of 30-day volatility implicit in the prices of near-term NASDAQ-100 options. VXN is quoted in percentage points, just like the standard deviation of a rate of return, e.g. 19.36. CBOE disseminates the VXN index value continuously during trading hours. The VXN Index is a leading barometer of investor sentiment and market volatility relating to the NASDAQ-100 Index.