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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 ...
Yahoo Finance Chartbook: 32 charts tell the story of markets and the economy midway through 2024. ... "Low expected volatility, as measured by the CBOE VIX Index, is a common feature of bull ...
The VIX Volatility Index ... The chart above tracks the average VIX level across the calendar year, using data from 1990 to 2023. ... On Yahoo Finance's podcast Stocks in Translation, ...
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 ...
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.
For other markets, such as FX options or equity index options, where the typical graph turns up at either end, the more familiar term "volatility smile" is used. For example, the implied volatility for upside (i.e. high strike) equity options is typically lower than for at-the-money equity options.
That ties the VIX to a specific date, said Michael Green, portfolio manager and chief strategist at ETF manager Simplify, making the index less useful as a broad measure of market sentiment.
Whaley (2001) [13] and Baker & Wurgler (2007) [9] suggest Chicago Board Options Exchange (CBOE) Volatility Index as an alternative market sentiment measure. Credit Suisse Fear Barometer (CSFB) is based on prices of zero-premium collars that expire in three months. This index is sometimes used as an alternative to VIX index. [14]