Volatility Tickers

My count of volatility US-based ETPs trading on national exchanges is at 8 as of August 9th, 2024.

New Additions:

  • Volatility Shares added ZIVB on April 18th, 2023. It is a -1X medium term VIX based ETF. For more on ZIVB see https://www.sixfigureinvesting.com/2023/03/how-does-volatility-shares-1x-medium-term-zivb-work/


Ticker/Quotes & LeverageDescription / Time frameDaily activity? / underlying indexETF / ETN
Company website / Prospectus
Comments / Posts
^VIX (Yahoo)
$VIX (Schwab)
VIX (Fidelity)
VIX:IND (Bloomberg)
.VIX (Reuters)
INDEXCBOE:VIX (Google FInance)
Cboe Volatility Index®
Model-free est. of SPX 30 day volatility
VIX
Derived from SPX option prices
CBOE / Not investibleTVIX/UVXY–closest to a direct VIX investment
Long VolatilityShort Term (1-2 month VIX futures)
VXX 1X short term

VXX IV Yahoo
iPath Series B S&P 500 VIX Short-Term FuturesTracking Index SPVXSTRETN
Barclays’ website
Has options available.
There are slight differences from the original VXX
VIXY (ETF) IX short termProShares VIX Short-Term FuturesTracking Index SPVXSP
Roll VIX futures
ETF
ProShares
(VXX clone)
options available
Tax reporting: K-1
1.5X & 2X Long VolatilityShort Term (1-2 month VIX futures)
UVIX (ETF) 2X short term
UVIX.lV Cboe
Volatility Shares2 X leverage, Daily rebalance
Index: LONGVOL
ETF
UVIX website
How Works
Options available
Tax reporting: K-1
UVXY (ETF) 1.5X short termProShares ETF1.5X leverage, Daily rebalance
SPVXSPID:IND
UVXY website / prospectusoptions available
Tax reporting: K-1
Short VolatilityShort Term (1-2 month VIX futures)
SVIX (ETF) -1.0XVolatility Shares ETF-1.0X leverage, Daily rebalance
Index: SHORTVOL
ETF
SVIX website
How works
Options available
Tax reporting: K-1
SVXY (ETF) -0.5XProShares ETFSPVXSPID:INDProShares SVXY website/prospectusoptions available
Tax reporting: K-1
Long VolatilityMedium Term (4-5-6-7 month VIX futures)
VXZ (ETN) 1X
iPath S&P 500 Series B VIX Mid-Term Futures ETNRoll futures SPVXMTR:IND
ETN
* Barclays website
* Prospectus
Options available. There are slight difference to the original VXZ
VIXM (ETF)ProShares VIX Mid-Term Futures ETFRoll futures SPVXMPID:INDETF
ProShares
VXZ clone)
options available
Short VolatilityMedium Term (4-5-6-7 month VIX futures)
ZIVB (ETF) Volatility Shares’ new -1x Short Mid-Term VIX Futures ETFRoll futures SPVXMPID:INDETF
VolatilityShares
Tax reporting 1099
Hybrid / Strategy
PHDG (ETF)Invesco S&P 500 Downside Hedged PortfolioS&P VEQTOR
(S&P 500 plus a variable VXX component)
ETFDetails on VEQTOR Index
Mgmt fee .39% per year
Tax reporting: 1099
Options Available
Volatility Settlement
VRO CBOE,Fidelity,…
^VRO Yahoo
$VRO Schwab
Weekly VIX options/futures settlementVRO
VIX Style Volatility on SPX
VIX1D, VIX9D, VIX3M, VIX6M, VIX1YVIX Methodology with different time horizonsSPX See Volatility Related Indexes and Tickers
Other Useful Indexes
SPXTS&P 500 Total Returns index (includes dividends)SPXT:IND
USB3MTA:IND3 Month Treasure Bill YieldUSB3MTA:IND
Treasury Website — data and spreadsheet download
VIX Style Volatility on Commodities//Stocks/Indexes
VXNCboe Nasdaq 100 Volatility Index
TYVIXCboe 10-year US Treasuries
VXAZNCboe Amazon VIX (AMZN)
VXAPLCboe Apple VIX (AAPL)
GVZ
Cboe Gold VIX (GLD)
VXGOGCboe Google VIX (GOOG)
VXGSCboe Goldman Sachs VIX (GS)
VXIBMCboe IBM VIX (IBM)
OVXCboe OIL VIX (USO)
VXSLV
Cboe Sliver VIX (SLV)


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9 thoughts on “Volatility Tickers”

  1. Hey Vance,

    Any idea what symbols can be plugged into Google Finance in order to pull up the VIX futures curve? The following tickers work for spot price and (I think) some delayed symbols, but I can’t seem to build a curve like vixcentral. Thanks!

    =GOOGLEFINANCE(“INDEXCBOE:VIX”) <- vix spot
    =GOOGLEFINANCE("INDEXCBOE:SPVIXST") <-vxx index
    =GOOGLEFINANCE("INDEXCBOE:TWLV1") <- m1 vix future.. I think.. but doesn't seem right. Thanks

    Reply
    • The current secret code is “VIXMAR”, “VIXAPR”, etc. VIX followed by the 3 character month label. The soonest to expire and the next 3 months usually work, the ones after that are iffy. Currently August is working but not jun or jul.

      Reply
  2. Hello Vance,
    Thanks for compiling the above list – it’s a great reference. Do you know of any similar exchange traded products that are based on volatility in the European or Asian markets? Also, any volatility ETP’s for the bond market that you may be aware of?

    Regards.

    Reply

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