Market Data
Year High - Date | 23.90 - 24/08/05 |
Year Low - Date | 13.67 - 24/05/20 |
Previous Year High | 26.94 |
Previous Year Low | 14.94 |
Closing Previous Year | 26.94 |
1 Year Performance | -11.68% |
2 Years Performance | -36.04% |
Index Info
The FTSE MIB Implied Volatility Index (IVI) is a volatility index, which measures the interpolated 30,60, 90 and 180 day annualised implied volatility of the underlying FTSE MIB Index using the index option prices. Expected volatility is calculated from the prices of out of the money options available in the IDEM market, where the price of each option represents a market expectation of future volatility.