VIX

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VIX

The implied volatility on the S&P 100 (OEX) option. This volatility is meant to be a forward looking volatility. It is calculated from both calls and puts that are near the money. The VIX is a popular measure of market risk.

CBOE Volatility Index

A mathematical measure of the implied volatility of options trading on the S&P 500 index. That is, the CBOE Volatility Index attempts to measure the likelihood of option prices to vary unpredictably in the context of a particular pricing model in this case, the Black-Scholes model. A higher number on the index represents greater volatility, while a lower number represents lower volatility. While critics maintain that its usefulness is overstated, the index is considered a leading indicator of option volatility in the wider market. The CBOE Index is operated by the Chicago Board of Options Exchange, and is also known as the VIX.
References in periodicals archive ?
Once the police develop a baseline fear index, managers can use it to monitor the success of the department's efforts to reduce the perception of an unsafe transit system.
Belous chimed in with: "If there was a national fear index, it would be directly related to the growth of contingent workers.
JAP (2) calculates the average fear index using a 1981 figure based on an extrapolation of the 1982-84 Japanese figures and overall trends.
Known as the fear index, the VIX provides a snapshot of expectations about future stock market volatility and generally moves inversely to the overall stock market.
Trading on all major markets this week was volatile in the extreme but this failed to be mirrored in the so-called fear index, the VIX.
TF Muir, author of Life for a Life I would love to find An Officer and a Spy by Robert Harris under my tree, simply because I think he's the best thriller writer on the planet at the moment, and I loved his last book The Fear Index so much that I have read it three times.
indexes, but it is cause for the most inveterate optimists, because other market participants are gradually discerned reversal "bearish" trend and even looked at the chart of fear index VIX, where the minima has long been passed.
Jeanette Winterson 3 All Hell Let Loose: The World at War 1939-1945, Sir Max Hastings 4 Round The Bend, Jeremy Clarkson 5 Mud, Sweat and Tears, Bear Grylls (right) 6 Chavs: The Demonization of the Working Class, Owen Jones 7 I, Partridge: We Need to Talk About Alan, Alan Partridge 8 D-Day:D-Day and the Battle for Normandy, Antony Beevor 9 The Psychopath Test, Jon Ronson 10 How to be a Woman, Caitlin Moran HARDBACKS 1 Fifty Shades of Grey, EL James 2 Fifty Shades Darker, EL James 3 Fifty Shades Freed, EL James 4 The Stranger''s Child, Alan Hollinghurst 5 The Thread, Victoria Hislop 6 The Fear Index, Robert Harris 7 The Song of Achilles, Madeline Miller 8 Snuff:Discworld, Terry Pratchett 9 A Game of Thrones: A Song of Ice and Fire, George RR Martin 10 The Impossible Dead, Ian Rankin
Rivers Of London by Ben Aaronovitch; Darkside by Belinda Bauer; Now You See Me by SJ Bolton; Where the Bodies Are Buried by Chris Brookmyre; The Burning Soul by John Connolly; The Calling by Neil Cross; The Hanging Shed by Gordon Ferris; Bryant And May And The Memory Of Blood by Christopher Fowler; Blue Monday by Nicci French; The Fear Index by Robert Harris; The Retribution by Val McDermid; The End Of The Wasp Season by Denise Mina; Black Flowers by Steve Mosby; Collusion by Stuart Neville; The Impossible Dead by Ian Rankin; Mice by Gordon Reece; Agent 6 by Tom Rob Smith; Before I Go To Sleep by SJ Watson.
Harris has fashioned in The Fear Index a thriller that's part Kafka, part Orwell, part Darwin--with just about all parts exciting and pertinent.
Best Gift For Dad The Fear Index by Robert Harris (Hutchinson, pounds 18.
The CBOE Volatility Index , sometimes known as the fear index, fell 1.