Difference between revisions of "SPIKES Volatility Index"

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The SPIKES volatility index measures the expected 30-day volatility in the [[SPDR S&P 500 ETF]] (SPY), one of the most actively traded securities in the world. Additionally, SPIKES is equipped with proprietary design features such as "price-dragging" to help stabilize the index during times of market stress.
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The SPIKES volatility index measures the expected 30-day volatility in the [[SPDR S&P 500 ETF]] (SPY), one of the most actively traded securities in the world. Additionally, SPIKES is equipped with proprietary design features such as "price-dragging" to help stabilize the index during times of market stress. It was created by T3 Index, a financial indexing firm.
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On April 13, 2018 [[MIAX Options]] and T3 Index announced that they would launch the index on MIAX Options. The agreement included an exclusive license for MIAX Options to launch cash settled options on SPIKE in the second half of 2018.<ref>{{cite web|url=https://www.prnewswire.com/news-releases/miax-options-and-t3-index-to-launch-spikes-volatility-index-proprietary-products-to-follow-on-miax-exchanges-300629534.html|name=MIAX Options and T3 Index to Launch SPIKES Volatility Index; Proprietary Products to Follow on MIAX Exchanges|org=Cision PR Newswire|date=December 7, 2018}}</ref>
  
 
== References ==
 
== References ==

Revision as of 15:03, 7 December 2018

The SPIKES volatility index measures the expected 30-day volatility in the SPDR S&P 500 ETF (SPY), one of the most actively traded securities in the world. Additionally, SPIKES is equipped with proprietary design features such as "price-dragging" to help stabilize the index during times of market stress. It was created by T3 Index, a financial indexing firm.

On April 13, 2018 MIAX Options and T3 Index announced that they would launch the index on MIAX Options. The agreement included an exclusive license for MIAX Options to launch cash settled options on SPIKE in the second half of 2018.[1]

References

  1. MIAX Options and T3 Index to Launch SPIKES Volatility Index; Proprietary Products to Follow on MIAX Exchanges. Cision PR Newswire.