FTSE Implied Volatility Index Series (IVI)

Our full FTSE Implied Volatility Index Series provides information for consideration by market participants in reaching their risk management decisions.

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  1. Overview
  2. Key resources
  3. Research and Insights
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The FTSE Implied Volatility Index Series (IVI) is a series of end-of-day indices that measure the implied volatility of the FTSE 100 and FTSE MIB indices. For each market, 30, 60, 90 and 180 day implied volatility estimates are available. Additionally, the FTSE 100 IVI has a 360 day implied volatility estimate.

The indices provide an estimate of the market’s volatility expectations on the underlying index between now and the index options’ expiration, providing information for consideration by market participants in reaching their risk management decisions.

FTSE IVI is forward-looking, providing market participants with an information and risk management tool and also acting as an indicator of market sentiment and volatility.

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Key resources

Index announcements

Stay up-to-date and read the latest index change notices and announcements.

View all index announcements

Research and Insights

Article

Emerging markets – a changed asset class?

We explore the evolving landscape of emerging markets (EMs), from compressed sovereign spreads to shifting growth models, and discover new investment opportunities.
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12 min

Article

US Preference shares – forgotten asset class or a hidden jewel?

The secrets of style regimes in investing, from their duration to their profound impact on market dynamics. Learn how to leverage style transitions for investment success.
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11 min

Article

T+1 settlement in the US—An Asia-Pacific perspective

Learn about the impacts of the shortened US securities settlement period on the global FX market and strategies for investors to adapt. Read our LSEG FX white paper for more insights.
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11 min

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