VXN


Also found in: Acronyms.

VXN

The implied volatility on the Nasdaq 100 (NPX) option. This volatility is meant to be a forward looking volatility. It is calculated from both calls and puts that are near the money.

VXN

The volatility of an index option in which the underlying index is the NASDAQ 100, also called an NPX option. It is calculated by taking into account near-the-money NPX calls and puts.
References in periodicals archive ?
The VXN is a transaction transport for the guaranteed delivery of business-critical wireless and wireline transactions from any e-service, to any device, in real-time.
The VXN network has created the platform that delivers on the promise of transactional and e-services delivery that is critical for the next wave of the new economy," added Munshi.
CBOE, Chicago Board Options Exchange, CFE, CBOE Volatility Index and VIX are registered trademarks, and CBOE Command (TM), CBOE Futures Exchange (SM), CBOE Nasdaq-100 Volatility Index (SM), VXN (SM), VN (SM), CBOE Brazil ETF Volatility Index (SM), VXEWZ (SM), VXEW (SM), CBOE Crude Oil ETF Volatility Index (SM), OVX (SM), OV (SM), CBOE Emerging Markets ETF Volatility Index (SM), VXEEM (SM), VXEM (SM), CBOE Gold ETF Volatility Index (SM), GVZ (SM), GV (SM), VX (SM), VM (SM) and VT (SM) are trademarks and servicemarks of Chicago Board Options Exchange, Incorporated (CBOE).