CBOE Crude Oil Volatility (OVX) @ INDX
Printed Saturday, 16 May '26 16:18 MST
The Cboe Crude Oil ETF Volatility IndexSM (OVX) is an estimate of the expected 30-day volatility of crude oil as priced by the United States Oil Fund (USO). Like the Cboe VIX Index®, OVX is calculated by interpolating between two time-weighted sums of option mid-quote values - in this case, options on the USO ETF. The two sums essentially represent the expected variance of the price of crude oil up to two option expiration dates that bracket a 30-day period of time. OVX is obtained by annualizing the interpolated value, taking its square root and expressing the result in percentage points.
Volatility ETF
| Date | Name (*Public) | Description | Symbol | Type | Size | Action |
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| Date | Value | Error | Logarithmic | Error | Model (*Public) |
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+U3.43 (4.98%) on Friday, 15 May 2026
| Date | Value | Δ | Open | Close | Low | High | Adjusted | Volume | Δ |
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| Name | Version (*Public) | Indicator % | Auto | Description | Symbol | Company Name | Forecasts | Buy / Sell | Action |
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| 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 |
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| Details | Best Trend by Hindsight | Forecast | Profit or Loss | ||||||||||
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| 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 |
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| Date | RSI | Stochastic %D | Stochastic %K | MACD | MACD Divergence | MACD Signal | DMI | CCI | Volatility | Bollinger Upper | Bollinger Mid | Bollinger Lower |
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| Date | Name | Description | Type | Symbol | Company Name | Location |
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| Date UTC | Location | Action | Description | Object | Severity | User | Action |
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