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CGVIX

$--
--%
1d
1w
1m

Analysis and statistics

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  • 52 Week Change
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  • 52 Week High/Low
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  • Dividend Per Share
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About

CGVIX.US refers to the CBOE S&P 500 3-Month Variance Index. This index tracks the expected 3-month variance of the S&P 500, implied from the prices of S&P 500 options. In essence, it reflects market expectations of volatility in the S&P 500 over the next three months. It is calculated using a portfolio of S&P 500 options with varying strike prices, aiming to capture the implied variance or, essentially, the square of volatility.
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Factors

Market Volatility: CGVIX tracks implied volatility of the S&P 500. Higher market volatility increases the price. S&P 500 Movement: CGVIX often moves inversely to the S&P 500. Declines in the index can boost the price. VIX Futures Prices: The fund uses VIX futures. Their supply, demand, and term structure influence the price. Interest Rates: Changes to interest rates can affect futures pricing and thus the fund's value. News and Events: Major economic or political announcements can trigger volatility and impact the fund. Supply and Demand: The fund's price also is affected by its own supply and demand on the market.

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