EURO STOXX 50® Volatility-of-volatility (V-VSTOXX)
The V-VSTOXX Indices are based on VSTOXX realtime options prices and are designed to reflect the market expectations of near-term up to long-term volatility-of-volatility by measuring the square root of the implied variance across all options of a given time to expiration.
In compliance with the ESMA requirements, the components weightings of the V-VSTOXX index are publicly available here.
|Dissemination period||09:15 CET-17:30 CET|
|Free Float Mcap||---|
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|52 week change|
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|52 week low|
|52 week high|