CBOE Russell 2000 Volatility Index
RVXCLS • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
24.01
Year-over-Year Change
-2.08%
Date Range
10/7/2021 - 8/6/2025
Summary
The CBOE Russell 2000 Volatility Index (RVXCLS) measures the expected market volatility for small-cap stocks in the Russell 2000 index. It provides investors and analysts with a critical indicator of market uncertainty and potential risk for smaller company stocks.
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
This volatility index serves as a forward-looking measure of market expectations for small-cap stock price fluctuations over the next 30 days. Economists and traders use it as a sentiment indicator to gauge potential market turbulence and investor risk perception.
Methodology
The index is calculated using options pricing models that estimate implied volatility based on Russell 2000 index options trading activity.
Historical Context
Financial analysts and policymakers use this index to assess market sentiment, potential economic stress, and investment risk in the small-cap segment of the U.S. equity market.
Key Facts
- Tracks expected 30-day volatility for small-cap stocks
- Higher values indicate greater market uncertainty
- Derived from options market pricing mechanisms
FAQs
Q: What does a high RVXCLS value mean?
A: A high RVXCLS value suggests increased market uncertainty and potential price volatility for small-cap stocks in the near term.
Q: How is RVXCLS different from the VIX?
A: While the VIX measures volatility for the broader S&P 500, RVXCLS specifically focuses on the small-cap Russell 2000 index.
Q: How often is the RVXCLS updated?
A: The index is calculated and updated in real-time during market trading hours, reflecting current options market expectations.
Q: Why do investors care about this index?
A: Investors use RVXCLS to assess potential market risks, adjust portfolio strategies, and understand small-cap market sentiment.
Q: What are the limitations of RVXCLS?
A: The index is a forward-looking estimate and does not guarantee actual future market performance, representing market expectations at a specific point in time.
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Citation
U.S. Federal Reserve, CBOE Russell 2000 Volatility Index [RVXCLS], retrieved from FRED.
Last Checked: 8/1/2025