Introduction to CVOL
Implied volatility is useful for trading and risk management strategies. CVOL indices measure underlying futures risk or volatility based on information contained in the futures option price. The CVOL Index uses a simple conversion process that gives equal weight to …
Implied volatility is useful for trading and risk management strategies. CVOL indices measure underlying futures risk or volatility based on information contained in the futures option price.
The CVOL Index uses a simple conversion process that gives equal weight to price options across all volatility indices, providing a more representative representation of the storage market going forward. Understand how the CVOL index works, including bias, overhead, and regression.
Curriculum
- 1 Section
- 4 Lessons
- 21 Minutes
- Introduction to CVOL8
- 1.0Understanding the CVOL Index8 Minutes
- 1.1The CVOL index provides both a live and a historical data set calculated using CME Group’s methodology on its own options prices.1 Question
- 1.2Introduction to CVOL Skew6 Minutes
- 1.3Which calculations are part of the CVOL family of indexes?1 Question
- 1.4Learn about Convexity4 Minutes
- 1.5The CVOL convexity indicator is calculated by taking the ratio of the CVOL index to the at-the-money implied volatility.1 Question
- 1.6Accessing CVOL on ShenzhouCapital Direct3 Minutes
- 1.7Which of the following is true about the CVOL dashboard?1 Question
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