CBOE NASDAQ 100 Volatility

-0.51 (2.07%)
INDX (CLOSED)

CBOE NASDAQ 100 Volatility (VXN) @ INDX

Printed Saturday, 16 May '26 18:50 MST
CBOE NASDAQ 100 Volatility

The Cboe NASDAQ-100 Volatility IndexSM (VXN) 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.

Volatility Index

Website Attributes Seasonality Filters
Date Name (*Public) Description Symbol Type Size Action
Date Value Error Logarithmic Error Model (*Public)
-U0.51 (2.07%) on Thursday, 14 May 2026
Date Value Δ Open Close Low High Adjusted Volume Δ
Name Version (*Public) Indicator % Auto Description Symbol Company Name Forecasts Buy / Sell Action
Opened (Closed) Expires Symbol Company Name Name (*Public) Size Contract Symbol Open P/L Close P/L Total P/L ROI DTE DIT Delta Action
Details Best Trend by Hindsight Forecast Profit or Loss
Date (*Public) Symbol Strategy Data Origin Slope Sigma Cor % Moves Sigma Moves Gain % Periods Action
Date Name (*Public) Description Price Quantity Total Cost Type Symbol Action
Date RSI Stochastic %D Stochastic %K MACD MACD Divergence MACD Signal DMI CCI Volatility Bollinger Upper Bollinger Mid Bollinger Lower
Date Name Description Type Symbol Company Name Location
Date UTC Location Action Description Object Severity User Action