Performance of Dow Jones Industrial Average Volatility Index

30-day volatility of DJI stock index returns. Like VIX, VXD is calculated by interpolating between two weighted sums of option midquote values, in this case options on the DJI. The two sums essentially represent the expected variance of DJIA Index returns up to two option expiration dates that bracket a 30-day period of time. VXD is obtained by annualizing the interpolated value, taking its square root and expressing the result in percentage points.
Dow Jones Industrial Average Volatility Index Last:
13.01
Change:
2.270(21.14%)
High:
32.32
Low:
11.68
Previous Close:
10.74

Performance of Dow Jones Industrial Average Volatility Index

30-day volatility of DJI stock index returns. Like VIX, VXD is calculated by interpolating between two weighted sums of option midquote values, in this case options on the DJI. The two sums essentially represent the expected variance of DJIA Index returns up to two option expiration dates that bracket a 30-day period of time. VXD is obtained by annualizing the interpolated value, taking its square root and expressing the result in percentage points.
Dow Jones Industrial Average Volatility Index Last
13.01
Change
2.270(21.14%)
High
32.32
Low
11.68
Previous Close
10.74
Last Updated: 2024-04-27 15:29