New Nasdaq-100 Volatility Index (VOLQ): CME Group will launch its new Nasdaq-100 Volatility Index futures contracts on Oct. 5, 2020.

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VOLQ is the newest entrant in a trading space long dominated by a single “fear gauge” VIX option. VOLQ uses the Nations VolDex methodology to measure implied volatility which interpolates the first and second in-the-money and first and second out-of-the-money call and put options for the four weekly expirations, bracketing the moment 30 days in the future. Prices for these 32 options are used to calculate a mathematically robust, closed-form measure of at-the-money implied volatility.




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Disclaimer: This information is only for educational purposes. Do not make any investment decisions based on the information in this article. Do you own due diligence or consult your financial professional before making any investment decision.


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