CBOE Volatility 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.

CBOE Volatility Index

See VIX Index.
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$30/$35 call spread in CBOE Volatility Index $0.31.
Cboe offers trading across a range of products in multiple asset classes and geographies, including options, futures, US and European equities, exchange-traded products, global foreign exchange and multi-asset volatility products based on the Cboe Volatility Index (VIX Index), a barometer for equity market volatility.
The CBOE Volatility Index (VIX) Index is the centerpiece of CBOE's volatility franchise which includes more than three-dozen volatility-related benchmarks.
The CBOE Volatility Index (VIX) Index is the centerpiece of CBOEs volatility franchise which includes more than three-dozen volatility-related benchmarks.
presidential election it may be beneficial to review how the CBOE Volatility Index (VIX) played out prior to the Brexit vote as well as what this measurement means.
Wall Street's CBOE Volatility Index or fear gauge continued to increase along with the exchange-traded funds, as investors continued to put record sums in it over the past months.
But it posted back-to-back intraday moves of more than 40 points last week for the first time in three years, and Wall Street's fear gauge, the CBOE Volatility Index, hit its highest level since December 2012.
Volatility index The CBOE Volatility index, Wall Street's so-called fear gauge, jumped to 17.03 from 12.69 after Portugal's Banco Espirito Santo reported an unexpectedly large loss for the first six months of the year that raised concerns about the bank's solvency and after US employment cost pressures came in higher than anticipated.
The CBOE Volatility Index, which is a gauge of market risk aversion, jumped 32.2 percent on Friday in Asia, the biggest percentage rise since April 2013.
The CBOE Volatility Index, a measure of investor anxiety, rose nearly 5% to close at its highest since June 20.
Briefing.com pointed out that the CBOE Volatility Index rose to 18.59, hitting its second-highest level of the year.
The CBOE Volatility Index, considered the fear gauge of Wall Street, fell 4.59 percent to 12.47.