What's New

Jan 2016: RealVol Indices (in beta test) now available on six key assets.
May 2015: The SEC approved the listing of RealVol SPY Options on BOX.
Apr 2015: Interview with Bob Krause, CEO VolX, on the Options Insider Radio Network: Interview
Mar 2015: Daily updates of RealVol SPY Index data are now live. View our tables, gauges, and charts.
Feb 2015: News Release announcing upcoming launch of RealVol SPY Options on BOX
Jan 2015: BOX files rule change with SEC allowing for the listing of RealVol SPY Options
Jan 2015: Commitments from three order-flow providers finalized, with more to come
Jan 2015: Commitments from two market-makers finalized, with more to come
Sep 2014: BOX Options Exchange signs exclusive license with VolX to list RealVol Options

RealVol® SPY Index
24 Aug
 RealVol SPY

Complete array of all indices ...

Source of Underlying Data: NYSE Arca

The VolX Concept

Until now, no one has created indices that standardize the measurement of price risk among the world’s assets. 

The Volatility Exchange (VolX) has developed RealVol Instruments and RealVol Indices based on realized volatility as defined by the RealVol Formulas. Realized volatility measures movement of an underlying asset regardless of direction. RealVol Instruments can be listed on any asset and are designed for every major marketplace: futures, options, securities, and over-the-counter. RealVol Indices are available in one real-time version and 40 daily versions as a factor to consider in making investment decisions. The flagship product, the 1-month RealVol Daily Index, measures daily (close-to-close) realized volatility of an underlying asset over 21 trading days and is used for contract settlement of RealVol Instruments. VolX products offer market participants the unique opportunity to trade upon or hedge against actual price risk directly in a listed, centrally cleared, transparent environment.

VolX Quick Start Guide

 Introductory Video (3 minutes)

 For printable brochures (PDFs):

 RealVol Indices (4 pages)

 RealVol SPY Options (4 pages)

 What is The Volatility Exchange?

 Where do RealVol instruments trade?

 Which RealVol instruments are currently available?

 Which RealVol instruments are coming soon?

Frequently Asked Questions

VolX Webinar (1 hour)

 White Paper (35 pages)

RealVol Instruments

  • RealVol Futures
  • RealVol Futures Options
  • RealVol Options
  • RealVol Swaps

RealVol Indices

Real-Time Index

  • VOL™

Daily Indices

RealVol Formulas

Index Gauges

1-month RealVol SPY Index. Charts: Cones:

1-month, 1-qtr, and 1-year vol of vol. Charts:

1-month, 1-qtr, and 1-year correlation. Charts:

VolX Announcements

May 2015:  SEC approves the listing of RealVol SPY Options on BOX.

Sep 2014: BOX signs agreement with VolX to become the exclusive provider of RealVol Options on SEC-regulated instruments.

A pioneering study by Mr. Sixiang Li demonstrates how adding an active long RealVol futures overlay can be beneficial to a buy & hold equity index portfolio. For a 4-page summary click here. For the complete paper, click here.

more announcements ...

Coming Events


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