The New Russian Volatility Index – RVI

Intraday net asset value of the fund (iNAV)
{{mainName}} {{secId}}

{{indexTitle}}
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

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

04.04.2019 11:55

28.03.2019 12:18

21.03.2019 22:37

01.03.2019 19:15

27.02.2019 09:30

{{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

Leaders of decrease

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