The VTA35 index measures the market's expectation of 30-day volatility implied by at-the-money TA-35 Index options prices. The index was developed according to the unique characteristics of the Tel Aviv Stock Exchange Derivatives market. VTA35 is expected to serve as the volatility barometer of the stock market.
The index values represent the implied volatility in percentages (e.g., 15 points = 15%).
