S&P BSE SENSEX 2-Month Realized Volatility Index

The S&P BSE SENSEX 2-Month Realized Volatility index is first of its kind in India. It provides market participants with accurate measures of the historic volatility of the S&P BSE SENSEX over a two-month time horizon. It is synchronized with BSE’s two-month futures and options contract expiration cycles and is reset every two months.