CBOE Crude Oil ETF Volatility Index
OVXCLS • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
36.67
Year-over-Year Change
16.86%
Date Range
10/7/2021 - 8/6/2025
Summary
The CBOE Crude Oil ETF Volatility Index measures the expected 30-day volatility of crude oil prices through options market data. This index provides critical insights into market uncertainty and potential price fluctuations in the energy sector.
Analysis & Context
This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.
Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.
About This Dataset
The index reflects market participants' expectations of future price volatility for crude oil exchange-traded funds. Economists and traders use it as a forward-looking indicator of market sentiment and potential price risk in energy markets.
Methodology
The index is calculated using implied volatility of crude oil ETF options, representing the market's expectation of future price movements.
Historical Context
Policymakers and energy market analysts use this volatility index to assess potential economic impacts and investment risks in the global energy sector.
Key Facts
- Measures expected 30-day volatility in crude oil markets
- Derived from options pricing on crude oil exchange-traded funds
- Higher values indicate greater market uncertainty
FAQs
Q: What does a high OVXCLS value indicate?
A: A high value suggests increased market uncertainty and potential for significant price fluctuations in crude oil markets.
Q: How often is the OVXCLS index updated?
A: The index is typically updated in real-time during market trading hours, reflecting current market expectations.
Q: How do investors use the OVXCLS index?
A: Investors use the index to assess potential risks and make informed decisions about energy-related investments and hedging strategies.
Q: What makes this volatility index unique?
A: Unlike other volatility measures, OVXCLS specifically focuses on crude oil ETFs, providing a targeted view of energy market expectations.
Q: Are there limitations to the OVXCLS index?
A: The index is based on market expectations and options pricing, which can change rapidly and may not perfectly predict actual future price movements.
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Citation
U.S. Federal Reserve, CBOE Crude Oil ETF Volatility Index [OVXCLS], retrieved from FRED.
Last Checked: 8/1/2025