The New Russian Volatility Index – RVI
Intraday net asset value of the fund (iNAV)
{{mainName}} {{secId}}
{{subGroup.title}} {{Exchange_text}}
{{indexTitle}}
{{indexTitle}}
previous name - MICEX Index {{secId}} {{discontinuedTitleIndeces[secId]}} {{ShowText}} Show total return indices
previous name - MICEX Index {{secId}} {{discontinuedTitleIndeces[secId]}} {{ShowText}} Show total return indices
Index calculation is discontinued on December 12, 2016
Index calculation is discontinued on December 22, 2017
{{InCurrency}}
The RVI measures market's expectation of the 30-day volatility, calculated from real prices of near- and next-series RTS Index options.
NEWS
10.01.2020 19:20
10.12.2019 19:42
02.12.2019 19:45
| {{field.title}} | {{fieldValueFormat(secId,field.fieldId, field.type, field.valuePrefix)}} |
| {{currentValueTable.headerTitle}} {{fieldValueFormat(secId, currentValueTable.headerTimeFieldId)}} | {{currentValueTable.headerTitle}}{{fieldValueFormat(secId, historyValueTable.headerTimeFieldId,historyValueTable.headerTimeFieldType)}} | ||||
| {{fieldValueFormat(secId, currentValueTable.headerFieldId, currentValueTable.headerFieldType, currentValueTable.headerValuePrefix)}} | |||||
| {{field.title}} | {{fieldValueFormat(secId,field.fieldId, field.type, field.valuePrefix)}} | ||||
| {{closedValueTable.headerTitle}} | ||
| {{fieldValueFormat(secId, closedValueTable.headerFieldId, closedValueTable.headerFieldType, closedValueTable.headerValuePrefix)}} | ||
| {{field.title}} | {{fieldValueFormat(secId,field.fieldId, field.type, field.valuePrefix)}} | |
Leaders of grow
| {{$index+1}} | {{fieldLeaderValueFormat(field, item, field.valuePrefix)}} |
Leaders of decrease
| {{$index+1}} | {{fieldLeaderValueFormat(field, item, field.valuePrefix)}} |
KEY CHARACTERISTICS
| Index code | RVI |
| Bloomberg code | RVI$ |
| Reuters code | .RVI |
| Index type | Volatility Index |
| Time of calculation (Moscow time) | 19:00-23:50 and 10:00-18:45 |
| Publication intervals | Every 15 seconds |
| First calculated on | 18 November 2013 |
| Underlying | Options on RTS Index futures |
| Options series used | Options series used |
