CBOE Nasdaq Volatility Index - VXN


CBOE Nasdaq Volatility Index - VXN
A volatility index on the Chicago Board Options Exchange, known by its ticker symbol VXN. The VXN is a measure of implied volatility for the Nasdaq 100 (NDX).

The VXN is calculated using the same methodology as the VIX. The VXN represents the implied volatility of a hypothetical 30-day option that is at the money.


Investment dictionary. . 2012.

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