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BVIVINDEX56.32▲+0.42 (+0.75%)BVIV-USINDEX54.88▼−0.29 (−0.53%)EVIVINDEX71.04▼−0.61 (−0.85%)HYVIV14DINDEX104.39▲1.06 (1.02%)BVPRINDEX8.14▲+0.06 (+0.74%)EVPRINDEX9.37▲+0.11 (+1.19%)MVIVINDEX62.71▲+0.18 (+0.29%)BVIVINDEX56.32▲+0.42 (+0.75%)BVIV-USINDEX54.88▼−0.29 (−0.53%)EVIVINDEX71.04▼−0.61 (−0.85%)HYVIV14DINDEX104.39▲1.06 (1.02%)BVPRINDEX8.14▲+0.06 (+0.74%)EVPRINDEX9.37▲+0.11 (+1.19%)MVIVINDEX62.71▲+0.18 (+0.29%)BVIVINDEX56.32▲+0.42 (+0.75%)BVIV-USINDEX54.88▼−0.29 (−0.53%)EVIVINDEX71.04▼−0.61 (−0.85%)HYVIV14DINDEX104.39▲1.06 (1.02%)BVPRINDEX8.14▲+0.06 (+0.74%)EVPRINDEX9.37▲+0.11 (+1.19%)MVIVINDEX62.71▲+0.18 (+0.29%)BVIVINDEX56.32▲+0.42 (+0.75%)BVIV-USINDEX54.88▼−0.29 (−0.53%)EVIVINDEX71.04▼−0.61 (−0.85%)HYVIV14DINDEX104.39▲1.06 (1.02%)BVPRINDEX8.14▲+0.06 (+0.74%)EVPRINDEX9.37▲+0.11 (+1.19%)MVIVINDEX62.71▲+0.18 (+0.29%)BVIVINDEX56.32▲+0.42 (+0.75%)BVIV-USINDEX54.88▼−0.29 (−0.53%)EVIVINDEX71.04▼−0.61 (−0.85%)HYVIV14DINDEX104.39▲1.06 (1.02%)BVPRINDEX8.14▲+0.06 (+0.74%)EVPRINDEX9.37▲+0.11 (+1.19%)MVIVINDEX62.71▲+0.18 (+0.29%)BVIVINDEX56.32▲+0.42 (+0.75%)BVIV-USINDEX54.88▼−0.29 (−0.53%)EVIVINDEX71.04▼−0.61 (−0.85%)HYVIV14DINDEX104.39▲1.06 (1.02%)BVPRINDEX8.14▲+0.06 (+0.74%)EVPRINDEX9.37▲+0.11 (+1.19%)MVIVINDEX62.71▲+0.18 (+0.29%)

Press/PRODUCT

May 12, 2023

Introducing Volmex Indicators (Realized Volatility & Correlation)

The Volmex Realized Volatility Indices refresh every minute using exponentially-weighted moving averages of one-minute squared log-returns. The Spot-Volatility Correlation Indices (BVCORR, EVCORR) measure how log-returns correlate with implied vol changes.

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