VIX

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.

See also

• Fear index
• iBoxx
• Implied volatility
• iTraxx
• S&P 500
• Volatility index