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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.
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 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 ...
VIX three-month call skew - a barometer of the strength of demand for these contracts - is hovering near the highest level in over five years, according to an analysis by Susquehanna Financial Group.
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] 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 ...
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 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 ...
VIX by itself says very little about how much S&P 500 Index is likely to change over any period expressed in days or longer. Vix measures prices of options and therefore measures expected instantaneous volatility (micro) of S&P 500 averaged over the next 30 days. To clarify: take minute by minute volatility of S&P and average that over 30 days.
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