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VIX is the ticker symbol and the popular name for the Chicago Board Options Exchange's CBOE Volatility Index, a popular measure of the stock market's expectation of volatility based on S&P 500 index options. It is calculated and disseminated on a real-time basis by the CBOE, and is often referred to as the fear index or fear gauge.
In March 2020, as concerns around the COVID-19 pandemic took hold and its impact on the economy was unknown, the VIX reached an all-time high of 82.69. This peak surpassed its previous high of 80. ...
Stock market news live updates: Stocks crater, Dow hits 2022 low, and oil plunges as Fed and growth fears roil markets ... past a 15-year high of 4.2% and the 10-year U.S. Treasury held near 3.7% ...
The chart above tracks the average VIX level across the calendar year, using data from 1990 to 2023. The small peak around the beginning of August already perfectly captured the Aug. 5 spike that ...
Volatility risk is the risk of an adverse change of price, due to changes in the volatility of a factor affecting that price.It usually applies to derivative instruments, and their portfolios, where the volatility of the underlying asset is a major influencer of option prices.
IVX and VIX have similar nature, despite some diversities in the methodology and calculation. VIX (introduced by CBOE in 2003) is counted as an option price's weighted average, using all available range of strikes, thus it is independent of the model used to derive implied volatilities.
Introducing Bankrate’s live blog. ... The S&P 500 index hit a new all-time high, with major gains in small-cap stocks and banks — two sectors positioned to benefit from Trump’s anticipated ...
The A-VIX is a market instrument pricing investor sentiment and market expectations. 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.