FREE Spread Trading Contract Calculator in Excel
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
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