The VSTOXX Index is based on Dow Jones EURO STOXX 50 realtime options prices
and is designed to reflect the market expectations of near-term volatility by
measuring the square root of the implied variance across all options of a
given time to expiration.
The VSTOXX is part of a consistent family of volatility indices: VSTOXX based
on the Dow Jones EURO STOXX 50; VDAX-NEW based on the DAX; and VSMI based on
the SMI. The CBOE DJIA Volatility Index (VXD) follows a similar methodology
and offers a comfortable way to compare volatility between US and European markets.
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Chart and Performance
