VIX Index

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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The VIX index, which tracks the volatility of S&P500 futures, rose to a three-week high.
The researchers create an Equity Market Volatility (EMV) tracker that links articles about economic, political, and national security developments to the VIX index, a measure of expected stock market volatility based on option prices.
President Trump's decision to turn the screw on China and reignite the US-China trade war, has ramped up market volatility and the VIX Index measure of volatility is at a four-month high.
It offers trading across a diverse 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).
Relatively heavy volume of 315K contracts this morning suggests total volume near 750K contracts today, which would be the busiest day since Dec 26th when VIX index was above 30.
We do not exclude a potential spike towards 1,360 [Dh4,991] next year if the VIX index [a measure of volatility] pops up anew," Hall said.
The VIX index, which measures stock market volatility, averaged 11 last year.
The February crash sparked a debate whether the VIX index and the related products were prone to manipulation and led to dozens of lawsuits and ongoing probes into the matter by U.S.
We use weekly real returns for Ibovespa (the stock market index), the Brazil 5-year CDS, the Bloomberg Ibovespa target for the next 12 months, Ibovespa earnings per share forecasts, the VIX index and, from the Focus survey, forecasts for the next 12 months of CPI (IPCA) inflation, industrial production growth and GDP growth (1).
Considering the importance of the volatility in finance, in 1993 the Chicago Board Exchange (CBOE) introduced the Volatility Index (VIX Index), which became one of the main USA capital market indicators.
and European equities, exchange-traded products (ETPs), global foreign exchange (FX) and multi-asset volatility products based on the Cboe Volatility Index (VIX Index), the worlds barometer for equity market volatility.
The VIX index measures the 30-day expected volatility of the S&P 500.