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The VIX is an index run by the Chicago Board Options Exchange, now known as Cboe, that measures the stock market’s expectation for volatility over the next 30 days based on option prices for the ...
The current VIX index value quotes the expected annualized change in the S&P 500 index over the following 30 days, as computed from options-based theory and current options-market data. To summarize, VIX is a volatility index derived from S&P 500 options for the 30 days following the measurement date, [5] with the price of each option ...
Listen and subscribe to Stocks in ... VIX futures and ETFs — along with options on those instruments. (But the VIX itself is an index and does not actually trade, much like the S&P 500 ...
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It usually applies to derivative instruments, and their portfolios, where the volatility of the underlying asset is a major influencer of option prices. It is also [1] relevant to portfolios of basic assets, and to foreign currency trading. Volatility risk can be managed by hedging with appropriate financial instruments.
Where as futures often matures on a quarterly or monthly basis, their options expires more frequent (i.e. daily). Examples are options on futures with the underlying in gold (XAU), index (Nasdaq, S&P 500) or commodities (oil, VIX). The stock exchanges and their clearing houses provide overviews of these products (CME, [23] COMEX, NYMEX).
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A relatively high A-VIX value implies that the market expects significant changes in the S&P/ASX 200 over the next 30 days, while a relatively low A-VIX value implies that the market expects minimal change. The ASX chart below illustrates this relationship. Similarly, when the A-VIX is at relatively high levels, investor sentiment prices in ...