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For over 20 years, our renowned SPIVA research has measured actively managed funds against their index benchmarks worldwide.
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This index measures the 30-day implied volatility of the Australian stock market using the mid of real-time bid/ask prices of the S&P/ASX 200 put & call options. It is a real-time index that offers a reflection of investor sentiment regarding the expected volatility of the Australian headline index, the S&P/ASX 200.
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