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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 ...
The more famous VIX, formally the CBOE Volatility Index, measures the expected price fluctuations, or volatility, in S&P 500 call and put options over the next 30 days.
The VIX is commonly known as the "Fear Gauge," or a measurement of volatility. It is, but it's a little more complicated than that. And it's good to know the difference.
Cboe developed and launched a futures exchange, and in early 2004 the company began trading VIX futures, after a survey of Goldman Sachs salespeople showed interest in trading VIX futures. [18] On March 11, 2010, CBOE filed paperwork to launch an initial public offering [19] and began trading on the NASDAQ stock exchange on June 15, 2010. [20]
Fear Index - common name for the Chicago Board Options Exchange Market Volatility Index, ticker symbol VIX, measuring the implied volatility of S&P 500 index options; The Fear Index - a 2011 novel by British author Robert Harris The Fear Index, a 2022 UK TV series based on Harris's novel, produced by Sky TV
The VIX soon recovered at record speed, however, plummeting over 50 points in a matter of weeks as markets stormed back to erase their losses. The index currently sits around 17, below its long ...
Whaley developed the Market Volatility Index for the Chicago Board Options Exchange in 1993. [2] [3] He graduated with a Bachelor of Commerce degree from the University of Alberta in 1975, and an MBA (1976) and PhD (1978) from the University of Toronto. [1]