Volatility as an asset class is a growing business and Stoxx is latest to launch index

market volatility — Stoxx index provides access to volatility as an asset class

Clare Dickinson
05 Oct 2010

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Investing in volatility as an asset class is taking off on a global basis, and Stoxx has been the latest to jump on the bandwagon with a European index, created in partnership with Bank of America Merrill Lynch.

The Eurostoxx 50 Investable Volatility Index works by looking at the prices on options linked to the Eurostoxx 50, which are traded on Eurex.

"The index is based on the prices of listed Eurostoxx 50 options, which are the most liquid instruments in the European equity volatility market

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