Read more about us — Forbes Article and Our Vision

Read more about us — Forbes Article and Our Vision

Home

Benchmarks

Brazil Volatility Index

—

Brazil Volatility Index

—
—
Thursday, October 8, 2026
10:03:25 PM

HIGH (7d)

—

LOW (7d)

—

Index Level

—

Change (24h)

—

Change (7d)

—

Updated

—

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.

CURRENT READ

Modal bin

—

Outcomes

—

INDEX DETAILS

Venues

—

Volume (total)

—

Open interest

—

Liquidity

Distribution unavailable

MARKET-IMPLIED PROBABILITY DISTRIBUTION

Target Expiry

—

Mode Outcome

—

Excluded Probability

Observed At

—

DAILY VOLATILITY

Unavailable

ANNUALIZED VOLATILITY

Unavailable

RANGE (1 MONTH)

Unavailable
LATEST NEWS

PUBLISHED

September 29, 2026

'Índice do medo' da Bolsa vai a máxima histórica com proximidade das eleições

Brazil’s S&P/B3 Ibovespa VIX surpassed 31 points for the first time, closing at 31.84 on September 28. The article attributes the rise in expected volatility to Brazil’s presidential election, geopolitical tensions involving Iran, and higher oil prices.

Read more

PUBLISHED

September 28, 2026

Week of 9/28/2026: Equities Unfazed by Spike in Rates Volatility

Cboe reported that Brazil had the richest implied volatility among global equity indices ahead of the October 4 presidential election. One-month EWZ implied volatility had nearly doubled over the prior month to around 46%, near a four-year high, while realized volatility was about 24%.

Read more

DAILY SETTLEMENTS
SessionClose

backed by

backed by