3
$\begingroup$

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

$\endgroup$
1
  • $\begingroup$ The vix can be computed because the spx option chain is very well populated. $\endgroup$
    – JeT
    Jun 10 '20 at 22:21
2
$\begingroup$

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.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.