VPN Index
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Cboe Capped VIX Premium Strategy Index
Last Sale:
634.81
Change:
2.06 (0.32%)
High:
634.81
Open:
634.81
Low:
634.81
Prev Close:
634.81
Last Updated:
2025-04-11 T: 16:15:01
Zoom:
- Overview
- Performance
Cboe Capped VIX Premium Strategy Index
Tracks portfolio of short nearby VIX futures and a long nearby VIX-style call overlaid on 1-month Treasury bills.
Resources
- VPN Methodology (Adobe Acrobat format)
- VPN Price History (.csv format)