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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 CBOE Volatility Index is derived from S&P 500 call and put options; nowadays, that means standard options that expire the third Friday of every month and weekly options which expire all other ...
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 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]
The Standard and Poor's 500, or simply the S&P 500, [5] is a stock market index tracking the stock performance of 500 of the largest companies listed on stock exchanges in the United States. It is one of the most commonly followed equity indices and includes approximately 80% of the total market capitalization of U.S. public companies, with an ...
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By utilising short-term near-the-money put and call options, VIX gauges suggested volatility of S&P stock market index options through the forthcoming 30 days. Media usually quote the VIX because many investors consider the S&P 500 to be a reliable proxy for the entire market. [12]
These investments track the index, meaning they include the same stocks as the S&P 500 and aim to mirror its performance. When you own just one share of an S&P 500 ETF, you'll instantly own a ...
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