LTV Index
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- LTV
Cboe S&P 500 Left Tail Volatility Index
Last Sale:
17.30
Change:
0.25 (1.45%)
High:
19.59
Open:
16.90
Low:
16.90
Prev Close:
17.30
Last Updated:
2025-04-21 T: 16:15:02
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Cboe S&P 500 Left Volatility Index
The Cboe S&P 500 Left Tail Volatility Index (LTV) aims to provide market participants with access to a robust tail risk measure estimating the expected (risk-neutral) return volatility stemming from large negative price moves over short horizons. Specifically, the Index measures the expected volatility due to a ten-standard deviation, or larger, down move in the S&P 500 Index over one week.