Wednesday March 20 2024
News Source: Global Exchanges
Focus: Derivative Market Segment
Type: General
Country: International
On 19th March 2024, Brasil Bolsa Balco S.A. (B3) and S&P Dow Jones Indices (S&P DJI) announced the launch of a new implied volatility index, the first monitoring the Brazilian domestic market, based on the methodology of the Cboe Volatility Index (VIX index), owned by Cboe Global Markets.
Created to measure the short-term volatility implied in the prices of Ibovespa B3 options, the S&P/B3 Ibovespa VIX index offers a transparent and efficient 30-day view of volatility expectations in the Brazilian market.
Click on the above link for further information
