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The VXN is the CBOE NASDAQ-100 Volatility Index, with CBOE being the Chicago Board Options Exchange.

Expanded Definition

The VXN is a measure of investor sentiment; it uses the prices of near-term Nasdaq 100 options to judge how investors are feeling about the market's potential for volatility in the near term.

This webpage from the CBOE has more info on the VXN.

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