Tag: SPYIX

Bats Global Markets (Bats), which recently underwent corporate rebranding, has partnered with T3Index (T3), part of the Triple3 Partners Group, to launch the SPYIX (“the Spikes”). SPYIX is an index measuring expected 30-day volatility in SPDR S&P 500 ETF (SPY). The SPYIX is calculated using prices from highly-active, electronically-traded multiply-listed SPY options. SPYIX also includes important…