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
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.