Benchmark or product
Cboe Volatility Index (VIX)VIX
Model-free variance-swap benchmark measuring 30-day expected annualized volatility of the S&P 500 Index derived from SPX option mid-quote prices.
Updated
Coverage of Cboe Volatility Index (VIX)
2 articles
0DTE Gamma & Volatility Surface
SPX 0DTE Gamma Exposure (GEX), Vanna & Charm Hedging Ratios, and OCC STANS Intraday Margin Framework
SPX 0DTE options account for 59% of S&P 500 options volume (Source: Cboe Global Markets, 2025-10-10), driving dealer GEX, Vanna, Charm, and OCC 20-minute STANS margining.
VIX Term Structure & Skew
VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation), VIX1D Benchmarks & Index Dispersion Mechanics
Cboe VIX futures trade at a $1,000 multiplier per index point (Source: Cboe Global Markets, 2025-10-10), pricing 30-day SPX variance across contango and backwardation regimes.
Other entities
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility BenchmarksVIX1D-VIX9D-SHORTUSCboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 StandardVIX1D-VIX9D-SHORT-STDUSCboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX)SPX-0DTE-GEXUSCboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX) — 2026 StandardSPX-0DTE-GEX-STDUSCboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation)VIX-VX1-VX2-ROLLUSCboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) — 2026 StandardVIX-VX1-VX2-ROLL-STDUS