The Home of RealVol™    


What's New

07 Apr 2014: Commitment from third order-flow provider received
04 Apr 2014: Commitment from second order-flow provider received
01 Apr 2014: Commitment from first order-flow provider received
27 Feb 2014:  Commitment from third market maker received
20 Feb 2014:  Commitment from second market maker received
10 Feb 2014:  Commitment from first market maker received

Currently, RealVol index publication is suspended.  The company is searching for a new calculation agent.

 

 

RealVol Quarterly Complex Chart

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Market Need               VolX Solution 

Volatility Instruments

RealVol instruments

Volatility Indices

RealVol daily indices

Volatility Index

RealVol real-time index

Volatility Formulas 

RealVol formulas

Volatility Futures

RealVol futures

Volatility Options

RealVol options

Volatility Swaps

RealVol swaps

Volatility ETP 

RealVol ETP

Volatility ETF 

RealVol ETF

Volatility ETN 

RealVol ETN

The VolX Concept

The Volatility Exchange (VolX) has developed RealVol instruments and RealVol indices based on realized volatility as defined by the RealVol formulas.  RealVol instruments can be listed on any asset and are designed for every major marketplace:  futures, options, securities, and over-the-counter. RealVol indices are available in one real-time version and nine daily versions used for contract settlement of RealVol instruments and to guide investment decisions.  The RealVol daily formula measures daily (close-to-close) realized volatility of an underlying over a predetermined time frame.  Realized volatility measures movement of an underlying regardless of direction.  Never before have market participants been able to speculate on or hedge against actual price risk directly in a listed, centrally cleared, transparent environment.


VolX Quick Start

 What is The Volatility Exchange?
 Where do RealVol instruments trade?
 Which RealVol instruments are currently available?
 Which RealVol instruments are coming soon?

The VolX FAQ is available at: Frequently Asked Questions

The VolX RealVol Futures Webinar: VolX Webinar

Click the following to display printable brochures (PDFs) of VolX current and future products:

 RealVol Indices
 RealVol Futures

 

RealVol Instruments

  • RealVol futures
  • RealVol options
  • RealVol ETFs
  • RealVol ETNs
  • RealVol swaps

RealVol Indices

  • RealVol real-time index ("VOL") (real-time, 1-month realized volatility)
  • RVOL™ indices (daily, 1-, 3-, and 12-month realized vol, used to settle/expire RealVol instruments)
  • RVOV™ indices (daily, 1-, 3-, and 12-month realized vol of vol)
  • FVOL™ indices (daily, 1-, 3-, and 12-month modified GARCH forecast of realized vol) (provided courtesy of the Volatility Institute)

RealVol Formulas

Partial List of RealVol Indices

Equities
Date
Index
1RVOL
Chart
 (21-Day)
24 May
 RealVol US 500
9.58    
  
24 May
 RealVol NASDAQ-100
9.70    
  
24 May
 RealVol US Small Cap 2000
15.65    
  
27 May
 RealVol Euro 50
12.32    
  
27 May
 RealVol Japan 225
36.17    
  
27 May
 RealVol Hong Kong 48
14.29    
  
27 May
 RealVol S Korea 200
13.14    
  
27 May
 RealVol India 50
17.05    
  
27 May
 RealVol Canada 60
11.16    
  
27 May
 RealVol Brazil
13.87    
  

Commodities
Date
Index
1RVOL
Chart
 (21-Day)
24 May
 RealVol Corn
34.21    
  
24 May
 RealVol Crude Oil
20.38    
  
24 May
 RealVol Gold
18.95    
  
24 May
 RealVol Live Cattle
10.32    
  
24 May
 RealVol Natural Gas
37.92    
  
24 May
 RealVol Silver
21.53    
  

Currencies
Date
Index
1RVOL
Chart
 (21-Day)
24 May
 RealVol AUD/USD
10.47    
  
24 May
 RealVol GBP/USD
7.61    
  
24 May
 RealVol CAD/USD
7.84    
  
24 May
 RealVol EUR/USD
8.20    
  
24 May
 RealVol JPY/USD
12.40    
  
24 May
 RealVol CHF/USD
11.53    
  

Interest Rates
Date
Index
1RVOL
Chart
 (21-Day)
27 May
 RealVol Jap. Gov't. Bond
4.75    
  
24 May
 RealVol US 10-Year T-Note
4.23    
  

Complete array of all indices ...

Source of Underlying Data: Bloomberg L.P.


VolX Announcements

A pioneering study by Mr. Sixiang Li demonstrates how adding an active long RealVol futures overlay can be beneficial to a buy & hold equity index portfolio. For a 4-page summary click here. For the complete paper, click here.

RealVol indices are now available on the go using your handheld device.  Just type m.volx.us.

RealVol indices and stats are now live on Bloomberg! Simply type VOLX<GO>.

The Volatility Exchange and The Options Insider Launch Weekly Radio Program on Volatility — Volatiliy Views.

Launch of First Currency RealVol Futures on CME's Globex System.

RSJ Algorithmic Trading Became a Substantial Investor in The Volatility Exchange.

more announcements ...

Coming Events

Listen to our weekly podcast, "Volatilty Views," with hosts Don Schlesinger and Mark Longo, at The Options Insider.


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