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| Click here to view the data behind the chart. |
| Amex QQQQ Volatility Index |
| The QQQQ Volatility Index (QQV) is an indicator of investor sentiment about the future volatility of the Nasdaq-100 Index Tracking StockSM (QQQQ). QQV is derived from bid/ask quotes of QQQQ options. QQV measures the implied volatility of a hypothetical QQQQ option that is always at-the-money with a constant one-month maturity. Standardizing strike price and option maturity in this manner facilitates a consistent comparison of volatility over time. QQV is expressed as an annualized standard deviation of returns. Calculation of the QQV Index began on September 27, 2000. |
| The American Stock Exchange (Amex) began publishing the QQQQSM Volatility Index (Ticker Symbol: QQV) on Tuesday, January 23, 2001. The index is published daily every 15 seconds between approximately 9:30 a.m. and 4:15 p.m. Use the More Info button below for a description of the QQQQ Volatility Index, including calculation, methodology and applications.
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