"The CBOE Nasdaq Volatility Index (ticker symbol: VXN) is the newest benchmark of "tech stock" volatility based on the implied volatility of Nasdaq-100 Index (NDX) options. Calculated using the same methodology as the CBOE Market Volatility Index VIX, VXN is constructed so that, at any given time, it represents the implied volatility of a hypothetical at-the-money NDX option with thirty calendar days to expiration"
"The CBOE VIX and VXN index prices both are designed to reflect the implied volatilities of certain index options contracts; VIX is based on the prices of eight S&P 100® (OEX®) index puts and calls, while VXN is based on the prices of Nasdaq-100® (NDXSM) options" http://www.cboe.com/micro/vixvxn/introduction.asp
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