Volmex
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.

Live
BVIVINDEX56.32+0.42 (+0.75%)EVIVINDEX71.04−0.61 (−0.85%)BVPRRATE8.14+0.06 (+0.74%)EVPRRATE9.37+0.11 (+1.19%)BVIV-USINDEX54.88−0.29 (−0.53%)MVIVINDEX62.71+0.18 (+0.29%)BVIVINDEX56.32+0.42 (+0.75%)EVIVINDEX71.04−0.61 (−0.85%)BVPRRATE8.14+0.06 (+0.74%)EVPRRATE9.37+0.11 (+1.19%)BVIV-USINDEX54.88−0.29 (−0.53%)MVIVINDEX62.71+0.18 (+0.29%)BVIVINDEX56.32+0.42 (+0.75%)EVIVINDEX71.04−0.61 (−0.85%)BVPRRATE8.14+0.06 (+0.74%)EVPRRATE9.37+0.11 (+1.19%)BVIV-USINDEX54.88−0.29 (−0.53%)MVIVINDEX62.71+0.18 (+0.29%)BVIVINDEX56.32+0.42 (+0.75%)EVIVINDEX71.04−0.61 (−0.85%)BVPRRATE8.14+0.06 (+0.74%)EVPRRATE9.37+0.11 (+1.19%)BVIV-USINDEX54.88−0.29 (−0.53%)MVIVINDEX62.71+0.18 (+0.29%)BVIVINDEX56.32+0.42 (+0.75%)EVIVINDEX71.04−0.61 (−0.85%)BVPRRATE8.14+0.06 (+0.74%)EVPRRATE9.37+0.11 (+1.19%)BVIV-USINDEX54.88−0.29 (−0.53%)MVIVINDEX62.71+0.18 (+0.29%)BVIVINDEX56.32+0.42 (+0.75%)EVIVINDEX71.04−0.61 (−0.85%)BVPRRATE8.14+0.06 (+0.74%)EVPRRATE9.37+0.11 (+1.19%)BVIV-USINDEX54.88−0.29 (−0.53%)MVIVINDEX62.71+0.18 (+0.29%)