The CBOE uses live prices of S&P 500 options to come up with real-time VIX scores. The calculation involves the data from the CBOE SPX options and weekly CBOE SPX options. The former has an expiry on the third Friday of every month, while the expiry for the latter is every Friday. For...
Traders and investors use measures such as standard deviation, beta, and the VIX (volatility index) to gauge the volatility of a security or market. In India, investors use the India VIX, otherwise known as the “fear gauge”, because it reflects the level of fear or uncertainty among trade...