Ads
related to: understanding the vix index
Search results
Results from the WOW.Com Content Network
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 ...
Understanding the VIX can be complicated, so let’s take a closer look at what it means. ... The VIX is an index that measures expectations about future volatility. It tends to rise during times ...
The VIX is an index, not a financial instrument investors can buy directly. Investors can access the VIX through the purchase of futures contracts, exchange-traded notes or exchange-traded funds.
If you use the VIX Index to gauge sentiment, value, or short-term market direction, or if you are hedging or speculating with VIX-based exchange-traded notes, or ETNs, you'll want to read what ...
The index was developed by Robert E. Whaley, a Vanderbilt University finance professor, [17] and was intended to measure the 30-day implied volatility of S&P 100 option prices. [16] In 2003, the underlying benchmark for the VIX was changed to the S&P 500. [18] The company launched tradeable products using VIX as the underlying index. [18]
Here is what investors need to know about the market's fear gauge or the VIX and ETFs that benefit from volatility.
That ties the VIX to a specific date, said Michael Green, portfolio manager and chief strategist at ETF manager Simplify, making the index less useful as a broad measure of market sentiment.
The Nikkei stock index hemorrhaged 12% that Monday — its biggest one-day drop since 1987 — while the S&P 500 plummeted 3%. The VIX Volatility Index ( ^VIX ) spiked to 65, the third-highest ...
Ads
related to: understanding the vix index