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.
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13.09.2023
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12.09.2023
16:08
01.09.2023
17:12
30.08.2023
09:01
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 |
