VIX
VIX is the ticker symbol for the Chicago Board Options Exchange Volatility Index, a popular measure of the implied volatility of S&P 500 index options. A high value corresponds to a more volatile market and therefore more costly options, which can be used to defray risk from this volatility by selling options. Often referred to as the fear index, it represents one measure of the market's expectation of volatility over the next 30 day period.
The volatility index is an index which measures expectations of volatility, or fluctuations in price, of the S&P 500 index. Higher values for the volatility index indicate that investors expect the value of the S&P 500 to fluctuate wildly - up, down, or both - in the next 30 days.
Posted : November 05, 2009 | 
Comments : 1 | 
More Articles
News Headlines
On the Pointlessness of Following the V...
Published: Mon, 20 Jun 2011 10:41:25 -0700
The VIX is down nearly 4% today, to roughly 21, retreating quickly from its three-month intraday high last week of nearly 25. Does this mean we should expect more gains in the sto......
VIX Back Above 20...
Published: Wed, 15 Jun 2011 13:11:38 -0700
The VIX has finally cracked 20, and with feeling, jumping nearly 19% to 21.65, its highest level in three months.......
No Panic in Options: VIX Takes Six Week...
Published: Wed, 15 Jun 2011 23:11:58 -0700
It took six weeks of equity losses and other bad news to finally drive the options gauge known as the VIX above its long-term average......
Panic? VIX says no...
Published: Thu, 16 Jun 2011 12:39:43 -0700
The so-called fear gauge is up, but isnt suggesting concern......
The VIX: Why The Rate Of Change Is More...
Published: Sat, 18 Jun 2011 16:29:32 -0700
Back in February 2010, I introduced Chart In Focus readers to the 7-day rate of change (ROC) for the VIX. It is a fun little indicator, and offers us a nice simple way to see the ......
No Options Panic as VIX Takes Six Weeks...
Published: Thu, 16 Jun 2011 09:47:55 -0700
It took six weeks of equity losses, a series of lower-than-estimated economic reports and political turmoil in Greece to finally drive the options gauge known as the VIX above its......
Published: Mon, 20 Jun 2011 10:41:25 -0700
The VIX is down nearly 4% today, to roughly 21, retreating quickly from its three-month intraday high last week of nearly 25. Does this mean we should expect more gains in the sto......
VIX Back Above 20...
Published: Wed, 15 Jun 2011 13:11:38 -0700
The VIX has finally cracked 20, and with feeling, jumping nearly 19% to 21.65, its highest level in three months.......
No Panic in Options: VIX Takes Six Week...
Published: Wed, 15 Jun 2011 23:11:58 -0700
It took six weeks of equity losses and other bad news to finally drive the options gauge known as the VIX above its long-term average......
Panic? VIX says no...
Published: Thu, 16 Jun 2011 12:39:43 -0700
The so-called fear gauge is up, but isnt suggesting concern......
The VIX: Why The Rate Of Change Is More...
Published: Sat, 18 Jun 2011 16:29:32 -0700
Back in February 2010, I introduced Chart In Focus readers to the 7-day rate of change (ROC) for the VIX. It is a fun little indicator, and offers us a nice simple way to see the ......
No Options Panic as VIX Takes Six Weeks...
Published: Thu, 16 Jun 2011 09:47:55 -0700
It took six weeks of equity losses, a series of lower-than-estimated economic reports and political turmoil in Greece to finally drive the options gauge known as the VIX above its......
