VIX: Difference between revisions
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A volatility index calculated and published by the Chicago Board Options Exchange. | 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 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. | It is calculated as the average implied volatility in the prices of options over the S&P 500 index. | ||
== See also == | == See also == | ||
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* [[S&P 500]] | * [[S&P 500]] | ||
* [[Volatility index]] | * [[Volatility index]] | ||
Revision as of 10:47, 14 August 2013
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.
