Derivatives and securities exchange network Cboe Global Markets, Inc and S&P Dow Jones Indices (S&P DJI) today announced plans to launch the Cboe S&P 500 Constituent Volatility Index (VIXEQ Index), calculated by Cboe Global Indices.
Using an adaptation of Cboe’s proprietary VIX Index methodology, the VIXEQ Index is designed to measure the market cap weighted 30-day implied volatility of a basket of S&P 500 constituents, as represented by the Cboe S&P 500 Dispersion Basket Index (DSPBX Index).
Cboe and S&P DJI launched the Cboe S&P 500 Dispersion Index (DSPX Index) in September 2023 to provide the market a measure of expected dispersion in the S&P 500 Index over the next 30 calendar days. The DSPX Index is designed to give investors a view of S&P 500 Index moves relative to its constituent companies, providing…
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