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.) |
imported>Doug Williamson (Add links.) |
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== See also == | == See also == | ||
* [[iBoxx]] | |||
* [[Implied volatility]] | * [[Implied volatility]] | ||
* [[S&P 500]] | * [[S&P 500]] | ||
* [[iTraxx]] | |||
* [[Volatility index]] | * [[Volatility index]] | ||
Revision as of 09:42, 12 August 2016
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.
