S&P Dow Jones and Cboe to Launch Index Tracking Expected Volatility Across S&P 500 Stocks

S&P Dow Jones Indices and Cboe Global Markets to launch Cboe S&P 500 Dispersion Index on September 27
Index will measure expected dispersion in S&P 500 stocks, complementing volatility measures like VIX
Uses modified VIX methodology to represent 30-day expected dispersion in S&P 500
Aims to help investors understand diversification opportunities and risks in S&P 500
S&P Dow Jones Indices is benchmark administrator, Cboe is calculation agent

prnewswire.com

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