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 ?
However, our data provide malpractice fear index values For One physician seen by each patient, the physician survey respondent.
THE FEAR INDEX: Harris follows an American expat hedge fund investor living in Geneva, who uses a computer program that relies on investors' "fear index." (*** SELECTION May/June 2012)
Robert Harris's new novel, The Fear Index, published by Hutchinson, is available from Amazon.com
stock indexes were in negative territory for the year, and the so-called fear index spiked.
The Fear Index by Robert Harris - well-researched and readable and there's no such thing as a bad Robert Harris book.
The VIX measure of implied volatility on Wall Street, the so-called "fear index", and major foreign exchange volatility measures hit 7-year lows.
Late 2008 and early 2009, the so-called "fear index" the VIX--was a vibrant tool.
The CBOE Volatility index .VIX -- a measure of market turbulence called the "fear index" -- has risen by nearly 50 percent over the past three weeks amid fear of a default and anxiety over a related government shutdown that took effect on Oct.
The Dow Jones Industrial Average shed 1.36 percent to 15,115.57, with the "fear index" measuring market volatility finishing at its highest level since mid-April.
VIX fear index is not updated its lows, so the beginning of a full working week can be quite a corrective.
As of last Friday, the CBOE Market Volatility Index, also known as the VIX or the Fear Index, dropped all the way down to 12.5.
The VIX, also known as the Volatility Index or the Fear Index, is trading near lows of $13.04.