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In the case of VIX, the option prices used are the S&P 500 index option prices. [13] [14] The VIX takes as inputs the market prices of the call and put options on the S&P 500 index for near-term options with more than 23 days until expiration, next-term options with less than 37 days until expiration, and risk-free U.S. treasury bill interest ...
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.
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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.
A logarithmic chart allows only positive values to be plotted. A square root scale chart cannot show negative values. x: the x-values as a comma-separated list, for dates and time see remark in xType and yType; y or y1, y2, …: the y-values for one or several data series, respectively. For pie charts y2 denotes the radius of the corresponding ...
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