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Similar to VIX to measure the equity vol and Move for rates vol, is there a simple index to measure the credit vol

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    $\begingroup$ Volx products.markit.com/indices/iTraxx/CreditVolatilityIndices.asp are realized, rather than implied volatilities. People do trade swaption on CDX IG, CDX HY, and similar EUR indices quite a bit. You should be able to find implied volatility quotes inexpensively, but no a "free" official credit implied volatility index yet. $\endgroup$
    – Dimitri Vulis
    Commented Sep 14, 2023 at 21:26

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The CBOE has recently launched four new daily measures of implied volatility for CDX NAM IG (VIXIG - North American investment grade), CDX NAM HY (VIXHY - North American high yield), VIXIE iTraxx Europe Main, VIXXO iTraxx Europe Crossover.

Press release: https://www.spglobal.com/spdji/en/documents/index-news-and-announcements/20231003-spdji-cboe-credit-vix-indices-launch.pdf

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