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IVX is the abbreviation of Implied Volatility Index and is a popular measure of the implied volatility [1] of each individual stock. [2] IVX represents the cost level of the options for a particular security and comparing to its historical levels one can see whether IVX is high or low and thus whether options are more expensive or cheaper.
While the S&P 500 was first introduced in 1923, it wasn't until 1957 when the stock market index was formally recognized, thus some of the following records may not be known by sources. [ 1 ] Largest daily percentage gains [ 2 ]
By analyzing implied volatility, you can estimate the potential high and low price points for an underlying stock during a specific time, which can make it easier to pick entry and exit points for ...
Largest intraday percentage gains. An intraday percentage gain is defined as the difference between the previous trading session's closing price and the intraday high of the following trading session. The closing percentage change denotes the ultimate percentage change recorded after the corresponding trading session's close.
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.
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]
Implied volatility, a forward-looking and subjective measure, differs from historical volatility because the latter is calculated from known past returns of a security. To understand where implied volatility stands in terms of the underlying, implied volatility rank is used to understand its implied volatility from a one-year high and low IV.
To an option trader engaging in volatility arbitrage, an option contract is a way to speculate in the volatility of the underlying rather than a directional bet on the underlying's price. If a trader buys options as part of a delta-neutral portfolio, he is said to be long volatility. If he sells options, he is said to be short volatility. So ...