July 31, 2015 BY Maria Nikolova
CBOE set to list VIX Options with weekly expirations
The new options with weekly expirations on the CBOE Volatility Index (VIX Index) are set to be available from October 8, 2015.
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January 14, 2015 BY Mike Fox
CBOE initiates volatility index values on 3 of CME Group's FX options contracts: USD/EUR, USD/GBP and USD/JPY
The three underlying options are the most liquid FX options traded at the CME, and in 2014, accounted for a combined 80% of the over 15 million total currency options traded at CME.
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November 12, 2013 BY Gerald Segal
Moscow Exchange launches its own volatility index
Introduces changes to FX collateral rules to its derivatives market A brand new methodology for calculating a volatility index has been introduced by the Moscow Exchange. It will be compiled based on feedback from market participants instead of mathematical methods of volatility calculations. According to the Moscow Exchange this will mean a more accurate evaluation…
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