VIX: What is the VIX?

VIX

VIX is a trademarked ticker symbol for the Chicago Board Options Exchange Market Volatility Index, a popular measure of the implied volatility of S&P 500 index options. Often referred to as the fear index or the fear gauge, it represents one measure of the market’s expectation of stock market volatility over the next 30 day period.

To learn more about VIX, read: VIX CBOE MARKET VOLATILITY INDEX and Understanding the VIX

Keywords: VIX, Implied Volatility, Market Volatility, Volatility Trading, Dynamic Hedging, Asymmetric Hedging

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  1. Pingback: Declining (Low) Volatility = Rising (High) Complacency « Asymmetry Observations

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