SPOTVOL Index

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Cboe S&P 500 Spot Volatility Index

Last Sale:
28.67
Change:
4.72 (16.46%)
High:
30.36
Open:
22.11
Low:
22.11
Prev Close:
28.67
Last Updated:
2025-04-21 T: 16:15:02
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Cboe S&P 500 Spot Volatility Index

The Cboe S&P 500 Spot Volatility Index (SPOTVOL) aims to provide a jump-robust, unbiased estimator of S&P 500 spot volatility. The Index attempts to minimize the upward bias in the Black-Scholes implied volatility (BSIV) and Cboe Volatility Index (VIX) that is attributable to the volatility risk premium.

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