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- VIX abstract "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. The idea of a volatility index, and financial instruments based on such an index, was first developed and described by Prof. Menachem Brenner and Prof. Dan Galai in 1986. Professors Brenner and Galai published their research in the academic article "New Financial Instruments for Hedging Changes in Volatility," which appeared in the July/August 1989 issue of Financial Analysts Journal.In a subsequent paper, Professors Brenner and Galai proposed a formula to compute the volatility index.Professors Brenner and Galai wrote "Our volatility index, to be named Sigma Index, would be updated frequently and used as the underlying asset for futures and options... A volatility index would play the same role as the market index play for options and futures on the index."In 1992, the CBOE retained Prof. Robert Whaley to create a tradable stock market volatility index based on index option prices. In a January 1993 news conference, Prof. Whaley reported his findings. Subsequently, the CBOE has computed VIX on a real-time basis. Based on the history of index option prices, Prof. Whaley computed daily VIX levels in a data series commencing January 1986, available on the CBOE website. Prof. Whaley's research for the CBOE appeared in the Journal of Derivatives.The VIX is quoted in percentage points and translates, roughly, to the expected movement in the S&P 500 index over the upcoming 30-day period, which is then annualized. "VIX" is a registered trademark of the CBOE.".
- VIX thumbnail VIX.png?width=300.
- VIX wikiPageExternalLink Products.
- VIX wikiPageExternalLink SB50001424052748703464104576616983309689062.html.
- VIX wikiPageExternalLink FAJ_articleon_Volatility_Der.pdf.
- VIX wikiPageExternalLink IFR_report_on_Brenner-Galai_Sigma_Index.pdf.
- VIX wikiPageExternalLink JOD_article_of_Vol_Index_Computation.pdf.
- VIX wikiPageExternalLink jd93.pdf.
- VIX wikiPageExternalLink ActuaryIndiaMarch2014.pdf.
- VIX wikiPageExternalLink quote?ticker=VIX:IND.
- VIX wikiPageExternalLink vixoptions.aspx.
- VIX wikiPageExternalLink vixwhite.pdf.
- VIX wikiPageID "3477191".
- VIX wikiPageRevisionID "601888472".
- VIX hasPhotoCollection VIX.
- VIX subject Category:American_stock_market_indices.
- VIX type Abstraction100002137.
- VIX type Communication100033020.
- VIX type Fact106636259.
- VIX type Index106639674.
- VIX type IndexNumbers.
- VIX type Information106634376.
- VIX type Message106598915.
- VIX comment "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. The idea of a volatility index, and financial instruments based on such an index, was first developed and described by Prof. Menachem Brenner and Prof.".
- VIX label "CBOE Volatility Index".
- VIX label "VIX (finance)".
- VIX label "VIX".
- VIX label "VIX".
- VIX label "VIX指数".
- VIX label "恐怖指数".
- VIX sameAs CBOE_Volatility_Index.
- VIX sameAs VIX.
- VIX sameAs VIX_(finance).
- VIX sameAs 恐怖指数.
- VIX sameAs m.09fld6.
- VIX sameAs Q1022987.
- VIX sameAs Q1022987.
- VIX sameAs VIX.
- VIX wasDerivedFrom VIX?oldid=601888472.
- VIX depiction VIX.png.
- VIX isPrimaryTopicOf VIX.
