The CME Group has a series of volatility indexes based on the methodology of the "classic" VIX index.
Here's a quick revision of the VIX.
VIX is the TICKER SYMBOL for the Chicago Board Options Exchange Market Volatility Index and is also known as the "fear index" or the "investor's fear guage". It measures implied volatility of short-dated S&P 500 index options. Trading in futures on the VIX began in March 2004. From February 2006, trading on VIX options became possible.
The GOLD VIX is a similar product from the CME Group (which includes the COMEX). If you see the acronym GVF on the COMEX website - that means Gold Volatility Futures. There's not much volume on that yet, though.
Here's a quick revision of the VIX.
VIX is the TICKER SYMBOL for the Chicago Board Options Exchange Market Volatility Index and is also known as the "fear index" or the "investor's fear guage". It measures implied volatility of short-dated S&P 500 index options. Trading in futures on the VIX began in March 2004. From February 2006, trading on VIX options became possible.
The GOLD VIX is a similar product from the CME Group (which includes the COMEX). If you see the acronym GVF on the COMEX website - that means Gold Volatility Futures. There's not much volume on that yet, though.
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