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Brazil Volatility Index

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Brazil Volatility Index

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Tuesday, October 13, 2026
9:12:32 PM

HIGH (7d)

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LOW (7d)

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Index Level

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Change (24h)

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Change (7d)

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Updated

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DESCRIPTION

The Mecone Brazil Volatility Index tracks how risk is being priced in Latin America’s largest economy. The index is built entirely from forward-looking event contracts and draw on contracts tied to Brazilian macro events: inflation prints, Copom rate decisions, GDP, fiscal policy, and national elections. The output is a tradable read on stress in Brazil.

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Outcomes

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INDEX DETAILS

Venues

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Volume (total)

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Open interest

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Liquidity

Distribution unavailable

MARKET-IMPLIED PROBABILITY DISTRIBUTION

Target Expiry

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Mode Outcome

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Excluded Probability

Observed At

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DAILY VOLATILITY

Unavailable

ANNUALIZED VOLATILITY

Unavailable

RANGE (1 MONTH)

Unavailable
LATEST NEWS

PUBLISHED

October 5, 2026

Ibovespa VIX: “índice do medo” brasileiro desaba mais de 27% após 1º turno

The Brazil VIX fell 27.74% to 23.69 after the first round of Brazil’s presidential election, reversing two consecutive record highs. The move indicated reduced near-term demand for protection and lower expected Ibovespa volatility.

Read more

PUBLISHED

October 2, 2026

Volatilidade muda de marcha antes da eleição; entenda os sinais da Bolsa

The article examines how election uncertainty pushed Brazil’s implied-volatility gauge to a new high, while realized Ibovespa volatility remained below historical election-year averages. It highlights the VIX Brasil’s role as a 30-day forward-looking risk indicator.

Read more

DAILY SETTLEMENTS
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