VIX: Difference between revisions
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imported>Doug Williamson (Expand for alternative spelling per The Treasurer, July 2014, p15, Jeremy Warner, Financial Markets.) |
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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. | |||
Revision as of 20:02, 15 July 2014
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.
