CBOE Nasdaq Volatility Index (VXN) A volatility index on the Chicago Board Options Exchange, known by its ticker symbol VXN. The VXN is a measure of implied volatility for the Nasdaq 100 (NDX).
Investopedia Says: The VXN is calculated using the same methodology as the VIX. The VXN represents the implied volatility of a hypothetical 30-day option that is at the money.
Related Terms: Call Capitulation CBOE Put VIX Volatility