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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 ...
CBOE also calculates the Nasdaq-100 Volatility Index (VXNSM), CBOE DJIA Volatility Index (VXDSM) and the CBOE Russell 2000 Volatility Index (RVXSM). [6] There is even a VIX on VIX (VVIX) which is a volatility of volatility measure in that it represents the expected volatility of the 30-day forward price of the CBOE Volatility Index (the VIX). [10]
The VIX Volatility Index ... explained on a recent episode of Stocks in Translation, “[The] VIX is not a fear gauge. It plays one on TV.” ... (But the VIX itself is an index and does not ...
CBOE Volatility Index (VIX) from December 1985 to May 2012 (daily closings) In finance, volatility (usually denoted by "σ") is the degree of variation of a trading price series over time, usually measured by the standard deviation of logarithmic returns. Historic volatility measures a time series of past market prices.
The Chicago Board Options Exchange's Volatility Index, also known as the VIX, has been trending lower lately, which has some analysts predicting a stock market correction between late January and ...
They found a modest correlation of 0.62 between the 10-year equity premium and a measure of implied volatility (in this case VIX, the Chicago Board Options Exchange Volatility Index). Dennis, Mayhew & Stivers (2006) [29] find that changes in implied volatility have an asymmetric effect on stock returns. They found that negative changes in ...
The Chicago Board Options Exchange Market Volatility Index (INDEXCBOE:VIX), known by its ticker symbol VIX, is a popular measure of the stock market's fear and greed gauge. It shows an indication ...
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 .