VSTOXX (Euro Stoxx 50 Volatility Index)

What Is VSTOXX?

VSTOXX, officially Euro Stoxx 50 Volatility Index, is the “European VIX“. It is the most watched European volatility index. It measures implied volatility of near term options on the EuroStoxx 50 index (Eurozone blue chip stock index with very liquid futures and options). Like the VIX, the VSTOXX is calculated from two expiration months, interpolated to get constant 30-day maturity.

Here you can find a short analysis of VSTOXX and VIX relationship.

VSTOXX Official Information

On this page you can find delayed quotes, charts (from intraday to all-time), and official information about the VSTOXX index (how it is calculated, how to interpret it etc.):

www.stoxx.com/indices/index_information.html?symbol=V2TX

See especially the tab “Data”, where you can download a pdf factsheet and guide.

VSTOXX Historical Data

Available history of VSTOXX data starts in 1999. On this page you can find downloadable .txt files with historical data of VSTOXX and other STOXX volatility indices:

www.stoxx.com/document/Indices/Current/HistoricalData/h_vstoxx.txt