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

using waccrange standard deviation calculatorvix 3xmoneyness optionformulas of cost accounting13f filings searchsample skewness formulaatr calculationexcel calculate rate of returncalculating skewness and kurtosisstock variance calculatorcalculating the sample variancecomputing standard deviation in exceltrading vixskewness definition in statisticshow to change background color in notepadcfe cboeeur usd etfoptions trading greekshow to use stdev in excelstraddle payoff diagramberkshire hathaway 13fstandard deviation calculator excelpricing excel templatevariance finance formulaexcel calculate rate of returnaverages on excelcomputational formula for standard deviationhow to convert standard deviation to percentagehow to calculate mean variance and standard deviationvariance and standard deviation for grouped dataskew in statisticslong straddle optionsspx options settlementbull spread using callsinterpretation of skewnessstats variance formulaweighted avg cost of capitalfree float factor calculationmacd divergence strategyhow to calculate variance on a calculatoroption payoff calculatoretf correlationstandard deviation calculator with mean and sample sizehedge funds trading strategiesskew calculatorimplied volatility wikibearish stock definitionput option black scholesputting formulas in excelhow to invest in vix volatility indexexcel normdist functionlog formula in exceloption rhocontinuously compounded calculatorblack scholes options pricing modelcalculate sample mean and standard deviationoptions calls and puts for dummiesblack scholes with dividend calculatorkurtosiarbitrage trading definitionleveraged short etfcalculator for variancesample covariance in excelsimple spreadsheet formulasweighted average cost of capital wacc formulavxx futuressec hedge fund filingsput spread payoffstd dev calcwhat is stdevformula wacchow is the dividend yield calculatedcalculating median in excelyahoo finance csvacceptable skewness and kurtosis values