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
(Additional Trading Session) {{secId}} {{discontinuedTitleIndeces[secId]}} {{ShowText}} Show total return indices {{ShowTextIMoex}} {{ShowTextVsepogodnyy}}
previous name - MICEX Index
(Additional Trading Session) {{secId}} {{discontinuedTitleIndeces[secId]}} {{ShowText}} Show total return indices {{ShowTextIMoex}} {{ShowTextVsepogodnyy}}
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
30.12.2020 16:11
18.12.2020 12:40
02.12.2020 09:19
{{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 |