Cboe global markets and s&p dow jones indices plan to launch new cboe s&p 500 constituent volatility index (vixeq)

The vixeq index is a direct component in the calculation of the cboe s&p 500 dispersion index new index aims to measure the market cap weighted 30-day implied volatility of a basket of s&p 500 constituent stocks furthers cboe's and s&p dji's efforts to provide insight into market volatility and implied dispersion chicago and snowbird, utah , oct. 17, 2024 /prnewswire/ -- cboe global markets, inc. (cboe: cboe), the world's leading derivatives and securities exchange network, and s&p dow jones indices (s&p dji), the world's leading index provider, 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 vixeqsm 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).
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