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VIX Index

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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.
VIX Index
An equity volatility measure developed in 1993 by the Chicago Board Options Exchange. The index is calculated using eight S&P 100 (OEX) option contracts, four calls and four puts, with an average time to maturity of 30 days. Many traders use the VIX as a general measure of index option volatility. Also called CBOE Volatility Index.
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After jumping well above 30 on Monday, the VIX index, a measure of risk based on S&P 500 index options, has tumbled for four days.
Asia stocks, oil advance before US job numbers by Financial Mirror (Cyprus)
Sure, the equity VIX index and DailyFX volatility gauge are both well off their late-2008 highs; but they are still well above the averages that proceeded that period.
Dollar Looks to Rates for Short-Term Bounce in Long-Term Decline by Mena Report
Then there is the VIX index, also known as the Fear Index, which is based on the sentiment of options traders.
So where is the stock market correction? by Sy Harding / Stockhouse
 
 
 
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