VSTOXX (Euro Stoxx 50 Volatility Index)


VSTOXX, officially Euro Stoxx 50 Volatility Index, is the “European VIX“. It is the most watched European volatility index. It measures implied volatility of near term options on the EuroStoxx 50 index (Eurozone blue chip stock index with very liquid futures and options). Like the VIX, the VSTOXX is calculated from two expiration months, interpolated to get constant 30-day maturity.

Here you can find a short analysis of VSTOXX and VIX relationship.

VSTOXX Official Information

On this page you can find delayed quotes, charts (from intraday to all-time), and official information about the VSTOXX index (how it is calculated, how to interpret it etc.):

See especially the tab “Data”, where you can download a pdf factsheet and guide.

VSTOXX Historical Data

Available history of VSTOXX data starts in 1999. On this page you can find downloadable .txt files with historical data of VSTOXX and other STOXX volatility indices:

Related pages

lifo fifo weighted averageweighted average cost of capital formula excelformula for wacchow to calculate rhooption delta hedgeimplied volatility calculator exceloption profit loss calculatoroption spread calculatorstandard deviation of monthly returnshedging calculatoripath etfsintrinsic value calculator excelvariance formula ungrouped datahow to calculate the population meanfutures symbols monthsoption profit calculatorformula for standard deviation in excelmeasures of skewness and kurtosismeasures of skewnessrumus total costblack scholes merton calculatorkurtosis spss interpretationnormdistcalculate geometric mean in excelvqt etnrelative deviation calculatoraverage annual return calculatorlogarithms in excelhow to calculate intrinsic value of a stock using excelformula for median in excelvalue of a call option formulavariance and standard deviation for grouped datadistribution kurtosisblack scholes formula with dividendultra short sp5002 period rsihow to calculate a sample varianceuvxy tickerusd yen etfhow to determine variance in excelcboe vix calculationvxz fact sheetskewness exceldef standard deviationvolatility etnsharpe ratio examplewhat is an etn vs etfmost liquid etfsblack sholes calculatoroption strangle calculatoravco accounting13f filings databasevariance function excelexcel 95 percentileexcel normdist functionvix term structureoptions profit and loss calculatorhow to create an equation in excelimplied volatility vbahow to calculate ema in excelvar calculatorhow to calculate coefficient of variation in excelwhat does kirt meanmacd crossoveroptions expiration calendarvix chartrsi conditionwilliam sharpe nobel prize2x s&p etfsample mean excelblack scholes&p inverse etfvariance formula grouped datadefine moving averagesvariance covariance var