The New Russian Volatility Index – RVI
The RVI measures market's expectation of the 30-day volatility, calculated from real prices of near- and next-series RTS Index options.
|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|