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RealVol®Indices |
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Date
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Index
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VOLm
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Chart
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(21-Day)
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27 Dec | | 13.77 |  | 20 May | RealVol EUR/USD Index | 4.18 | | 20 May | RealVol 10 Yr Note Index | 4.98 | | 20 May | RealVol Crude Oil Index | 18.31 | | 20 May | RealVol Gold Index | 17.33 | |
 
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The RealVol Concept |
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RealVol has developed RealVol™ Instruments and RealVol Indices based on realized volatility as defined by the RealVol Formulas. Realized volatility measures movement of an underlying asset regardless of direction, and is functionally different than implied volatility metrics. RealVol Indices focus on 40 key global assets and segregate risk into 40 styles (1,600 in total), encompassing six time frames, five formulas, and two forecasting models. In the future, RealVol Instruments may be listed on a wide variety of underlying assets, as they are designed for every major marketplace: futures, options, securities, and over-the-counter.
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RealVol Quick Start Guide |
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 Introductory Video (3 minutes)
For printable brochures (PDFs):
RealVol Indices (4 pages)
RealVol SPY Options (4 pages)
The Volatility Exchange is not a regulated exchange. Our goal is to bring a revolutionary product to market as expeditiously as possible. To do so, the most efficient route is to license our methodology to existing exchanges. Upon demonstrating that the idea has appeal and that there is widespread demand, we will determine the best path forward for RealVol to disseminate its array of products.
Where do RealVol instruments trade?
RealVol will license its methodology to existing exchanges. Since we have realized volatility products in various formats, such as futures, options, securities, exchange-traded funds, exchange-traded notes, and even over-the-counter instruments, RealVol can, and expects to, list its instruments on various futures, securities, and options exchanges.
Which RealVol instruments are currently available?
None are currently listed.
Which RealVol instruments are coming soon?
RealVol recently signed an agreement with BOX Options Exchange to list RealVol SPY Options (symbol VOLS), which are based on the realized volatility of SPDR® S&P 500® ETF (symbol SPY). Frequently Asked Questions (Instruments)
Frequently Asked Questions (Indices)
RealVol Webinar (1 hour)
White Paper (35 pages)
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RealVol Instruments |
- RealVol Futures
- RealVol Futures Options
- RealVol Options
- RealVol Swaps
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RealVol Indices |
- VOL™ — Realized Volatility
- VOV™ — Realized Volatility of Volatility
- DVOL™ — Overnight/Intraday Realized Volatility
- VCOR™ — Correlation of the Underlying Asset to its own Realized Volatility
- VAR™ — Realized Variance
- RVOL™ — Rough Volatility Forecast
- HVOL™ — HARK Volatility Forecast
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RealVol Formulas |
- RealVol Daily Formula
- RealVol Overnight/Intraday Formula
- RealVol Correlation Formula
- RealVol Variance Formula
- RFSV (“Rough Vol”) Forecast Model
- HARK Forecast Model
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RealVol Announcements
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May 2015: SEC approves the listing of RealVol SPY Options on BOX. |
Sep 2014: BOX signs agreement with RealVol to become the exclusive provider of RealVol Options on SEC-regulated instruments. |
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A pioneering study by Mr. Sixiang Li demonstrates how adding an active long RealVol futures overlay can be beneficial to a buy & hold equity index portfolio. For a 4-page summary click here. For the complete paper, click here. |
more
announcements ...
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Coming Events |
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Copyright 2010-2021 RealVol LLC. All rights reserved
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