CBOE Volatility Index.VIX:Exchange RT Quote|Exchange|USD Last | 9:33 AM EST 18.56+2.61(+16.36%) 52 week range 10.62-65.73 Related Video watch now
On an absolute basis, investors can look to theCBOE Volatility Index, or VIX. This measures the average volatility of the S&P 500 on a rolling three-month basis. Some traders consider a VIX value greater than 30 to be relatively volatile and under 20 to be a low-volatility environment. Th...
The VIX Index estimates expected volatility by “aggregating the weighted prices of S&P 500 Index puts and calls over a wide range of strike prices”. The prices used to compute VIX Index values are midpoints of real-time S&P 500 option bid/ask price quotations. ...
Reports on the level reached by the Chicago Board Options Exchange's Market Volatility Index, or VIX, on August 29, 2000. View of market strategist Jerry Wang on the level; How the VIX level is determined; Why the VIX is potentially bearish....
Volatility indices, such VIX, can be used for determining stock market direction. In this paper, we analyze the relationship between changes in the VIX direction and changes in the turning point of SP 500 and the MSCI Latin-America Emerging Market index, in order to see whether they ...
CBOE Volatility Index RT Quote| Exchange| USD 14.15 -0.04(-0.28%) Last | 8:53 AM EST WATCHLIST+ Quote Details The VIX over the last 12 months — Hakyung Kim Fri, Apr 12 202411:25 AM EDT JPMorgan heads for worst day since early 2022 ...
TheCboe Volatility Index (VIX - 4.49 to 19.60)has traded on both sides of the unchanged line today, as equity markets are moving higher in morning trading (DJI + 630, SPX + 80, COMPX + 265). VIX movement has occurred within a wide range today (the intraday range is 17.89 – 26.51)...
Option implied volatilityRealized volatilityVIXVariance risk premiumRisk aversionStock return predictabilityRisk–return trade-offEconomic uncertaintyFinancial instabilitya b s t r a c tWe decompose the squared VIX index, derived from US S&P500 options prices, into the conditional vari-ance of stock ...
We maintain that an increase in the VIX, also called the investors' fear gauge, may reflect an increase in investors' risk aversion, prompting them to balance their portfolios by increasing the diversity of their investments. 展开 关键词: Cross-section of stock returns Idiosyncratic volatility VIX...
TheCboe Volatility Indexbriefly spiked back above 19 Friday morning following reports ofIsrael’s strikeagainst Iran. Wall Street’s so-called fear gauge, known as the VIX, had previouslyreached the levelearlier this week. That came in the aftermath ofIran launchingdrones and missiles at Israel ...