Is there a vix-like index available for s&p 400 mid-cap instruments? i.e., implied vol based on s&p 400 put and call options? also, an iv for the s&p 600? thank you
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$\begingroup$ The vix can be computed because the spx option chain is very well populated. $\endgroup$– JeTJun 10, 2020 at 22:21
1 Answer
There is a volatiliy index on russell 2000 http://www.cboe.com/products/vix-index-volatility/volatility-indexes
The sp400 midcap options and future don't seem very liquid.