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RIVIX

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

Analysis and statistics

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About

RIVIX.US represents the Cboe Russell 2000 Volatility Index. It's a real-time index that reflects the market's expectation of 30-day volatility implied by the prices of Russell 2000 Index (RUT) options. As such, it is often referred to as the "small-cap VIX" and serves as a benchmark for measuring the market's perception of volatility for smaller capitalization U.S. equities. A higher RIVIX value generally suggests greater uncertainty or fear in the market regarding future price swings in the Russell 2000.
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Factors

Volatility Expectations: RIVIX reflects anticipated volatility of the Russell 2000 index. Higher expected volatility generally increases RIVIX.

Russell 2000 Performance: The performance of the Russell 2000 directly influences RIVIX. Declines often boost RIVIX as investors seek downside protection.

Market Sentiment: Overall investor sentiment affects option demand, impacting RIVIX. Fear and uncertainty typically increase RIVIX's value.

Interest Rates: Interest rate changes can affect option pricing models used to calculate volatility, influencing RIVIX levels.

Supply and Demand: Like any asset, supply and demand dynamics impact RIVIX's price. High demand drives prices up, and vice versa.

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