The New Russian Volatility Index – RVI
Intraday net asset value of the fund (iNAV)
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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
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The RVI measures market's expectation of the 30-day volatility, calculated from real prices of near- and next-series RTS Index options.
NEWS
19.03.2020 16:56
02.03.2020 19:21
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Leaders of grow
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Leaders of decrease
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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 |
