VIX: Difference between revisions
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It is calculated as the average implied volatility in the prices of options over the S&P 500 index. | It is calculated as the average implied volatility in the prices of options over the S&P 500 index. | ||
Sometimes written Vix Index. | |||
== See also == | == See also == | ||
* [[Fear index]] | |||
* [[iBoxx]] | |||
* [[Implied volatility]] | * [[Implied volatility]] | ||
* [[iTraxx]] | |||
* [[S&P 500]] | * [[S&P 500]] | ||
* [[Volatility index]] | * [[Volatility index]] | ||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Financial_products_and_markets]] | |||
Latest revision as of 07:48, 27 June 2022
A volatility index calculated and published by the Chicago Board Options Exchange.
It provides a measure of average market expectations about the size - but not the direction - of future changes in stock prices.
It is calculated as the average implied volatility in the prices of options over the S&P 500 index.
Sometimes written Vix Index.
