VIX INDEX VALUES ON FIVE INDIVIDUAL EQUITY OPTIONS

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CBOE TO BEGIN PUBLISHING VIX INDEX VALUES ON FIVE INDIVIDUAL EQUITY OPTIONS ON JANUARY 7

Beginning Friday, January 7, 2011, CBOE applies its CBOE Volatility Index® (VIX) methodology to options on five highly active individual stocks:

Apple (ticker symbol: VXAPL)
Amazon (ticker symbol: VXAZN)
Goldman Sachs (ticker symbol: VXGS)
Google (ticker symbol: VXGOG)
IBM (ticker symbol: VXIBM)

The new benchmarks were designed to measure the expected volatility of the respective individual equities. In addition, CBOE may expand the list of individual equities on which volatility values would be applied in the future, depending on demand.

http://www.cboe.com/micro/EquityVIX/Introduction.aspx