Do you dream of volatility while you sleep? Your dreams or nightmares about to come true.
The Chicago Board Options Exchange (CBOE) says it will begin overnight circulation of the Volatility Index (VIX Index) as of April 15. Values for the index will be made available approximately every 15 seconds starting at 2:15 a.m. central time during its extended trading hours for VIX and S&P 500 Index options.
The extra trading times plus the availability of overnight Volatility Index calculations gives customers around the world greater access to SPX trading and allows CBOE to provide the VIX Index during the overnight trading session.
CBOE currently publishes data on more than three-dozen volatility-related benchmarks and strategies, including indexes that track broad-based indexes, sector and commodity-related ETFs, individual equities and others.
