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.
NEWS
18.03.2024
14:51
15.03.2024
19:02
14.03.2024
17:03
04.03.2024
17:59
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 |
