The FTSE Implied Volatility Index Series (IVI) is a series of end-of-day indices that measure the implied volatility of the FTSE 100 and FTSE MIB indices. For each market, 30, 60, 90 and 180 day implied volatility estimates are available. Additionally, the FTSE 100 IVI has a 360 day implied volatility estimate.
The indices provide an estimate of the market’s volatility expectations on the underlying index between now and the index options’ expiration, providing information for consideration by market participants in reaching their risk management decisions.
FTSE IVI is forward-looking, providing market participants with an information and risk management tool and also acting as an indicator of market sentiment and volatility.
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