Futures contract specifications and tick values for the most liquid global volatility contracts.
Contract Underlying | Exchange | Ticker Symbol | CCY | Contract Multiplier | Contract Unit | Units Quoted | Tick Size |
10-Year U.S. Treasury Note Volatility | CFE | VXTY | USD | 1,000 | Index value | points | 0.01 |
CBOE NASDAQ-100 Volatility (VXN) | CFE | VN | USD | 1,000 | Index value | points | 0.10 |
CBOE Russell 2000 Volatility (RVX) | CFE | VU | USD | 1,000 | Index value | points | 0.05 |
CBOE S&P 500 Variance | CFE | VA | USD | 1 | Realized Variance | points | 0.05 |
CBOE Short Term Volatility (VXST) | CFE | VSW | USD | 1,000 | Index value | points | 0.05 |
CBOE Volatility (VIX) | CFE | VX | USD | 1,000 | Index value | points | 0.05 |
Crude Oil Volatility | NYMEX | CVF | USD | 500 | Index value | points | 0.01 |
Gold Volatility | COMEX | GVF | USD | 500 | Index value | points | 0.01 |
S&P/ASX 200 VIX | ASX | VI | AUD | 1,000 | Index value | points | 0.05 |