US exchange group said SPYIX is based on electronically traded options prices
Bats Global Markets has launched a new
volatility index that the US exchange group has claimed is more
reliable and rigorous than the ubiquitous VIX index from rival
Bats said on Tuesday it has launched an
index called SPYIX, pronounced Spikes, which measures the 30
day volatility of the SPDR S&P 500 exchange-traded fund,
the world’s most actively traded security.
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