Feb 14, 2009

CBOE VIX (Volatility Index)

CBOE VIX
S&P500


5 Day Comparison Chart


3 month Comparison Chart
CBOE VIX
S&P500


6 month Comparison Chart


1 year Comparison Chart
CBOE VIX S&P500




CBOE Volatility Index (CBOE VIX)

VIX is the Chicago Board Options Exchange Volatility Index, a popular measure of the implied volatility of S&P 500 index options. A high value corresponds to a more volatile market and therefore more costly options, which can be used to defray risk from volatility.If investors see high risks of a change in prices, they require a greater premium to insure against such a change by selling options. Often referred to as the fear index, it represents one measure of the market's expectation of volatility over the next 30 day period.