The VXN is calculated using the same methodology as the VIX. The VXN represents the implied volatility of a hypothetical 30-day option that is at the money.
Investment dictionary. Academic. 2012.
VIX - CBOE Volatility Index — The ticker symbol for the Chicago Board Options Exchange (CBOE) Volatility Index, which shows the market s expectation of 30 day volatility. It is constructed using the implied volatilities of a wide range of S P 500 index options. This… … Investment dictionary
Implied volatility — In financial mathematics, the implied volatility of an option contract is the volatility implied by the market price of the option based on an option pricing model. In other words, it is the volatility that, given a particular pricing model,… … Wikipedia
VIX — es el código del oficialmente llamado Chicago Board Options Exchange Market Volatility Index (en español: Índice de volatilidad del mercado de opciones de Chicago). En el momento en que hay alta volatilidad, el VIX alcanza una cifra elevada y se… … Wikipedia Español
