Feb 14, 2009

CBOE VIX (Volatility Index)


CBOE VIX
S&P500


1 DAY COMPARE CHART


5 DAY COMPARE CHART


1 month COMPARE CHART


3 month COMPARE CHART


6 month COMPARE CHART


1 year COMPARE CHART


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.