VIX

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Revision as of 10:47, 14 August 2013 by imported>Doug Williamson (Spacing 14/81/3)
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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.


See also