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Brazil Volatility Index

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Brazil Volatility Index

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Monday, September 21, 2026
2:34:47 AM

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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SOURCE CONTRACTS

SOURCE

VENUE

WEIGHT

No source contracts added.

CURRENT READ

Modal bin

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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

September 16, 2026

Ibovespa fecha em baixa, após Fed, com exterior e commodities; dólar anda de lado

The Ibovespa fell 0.51% after the Federal Reserve raised rates and signaled the possibility of another increase in 2026, adding pressure to global risk assets and volatility measures. The report also highlights a more cautious domestic outlook and expectations of greater volatility in Brazil during

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PUBLISHED

September 14, 2026

Índice que mede o 'medo' do investidor bate recorde na B3 em meio à crise no STF e pressão externa

Brazil’s volatility gauge reached a record 30.15 amid domestic political tensions involving the Supreme Federal Court and pressure from external markets. The article explains that the index measures expected 30-day volatility implied by Ibovespa options.

Read more

DAILY SETTLEMENTS
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