Cboe Volatility Index (VIX)
E632369
The Cboe Volatility Index (VIX) is a widely followed financial benchmark that measures the stock market’s expectation of near-term volatility, often referred to as the market’s “fear gauge.”
All labels observed (2)
| Label | Occurrences |
|---|---|
| Cboe Volatility Index | 1 |
| Cboe Volatility Index (VIX) canonical | 1 |
How this entity was disambiguated
This entity first appeared as the object of triple T6944958 — resolving that mention is where its identity was fixed. The disambiguator weighed these candidate entities and picked the highlighted one (or “None”, minting a new entity). This is how homonymy is resolved: the same surface form can point to different entities.
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: Cboe Volatility Index (VIX) Context triple: [Cboe Global Markets, notableProduct, Cboe Volatility Index (VIX)]
-
A.
VIX futures
VIX futures are exchange-traded derivative contracts that allow investors to speculate on or hedge against future volatility in the U.S. stock market as measured by the Cboe Volatility Index (VIX).
-
B.
S&P 500 Momentum Index
The S&P 500 Momentum Index is a stock market index that tracks U.S. large-cap companies from the S&P 500 with the strongest recent price momentum.
-
C.
Cboe S&P 500 BuyWrite Index (BXM)
The Cboe S&P 500 BuyWrite Index (BXM) is a benchmark that tracks a covered call strategy on the S&P 500, combining long equity exposure with systematically written call options to measure the performance of a buy-write approach.
-
D.
S&P 500 Index
The S&P 500 Index is a major U.S. stock market benchmark that tracks the performance of 500 large publicly traded companies listed on American exchanges.
-
E.
E-mini S&P 500 futures
E-mini S&P 500 futures are electronically traded stock index futures contracts that provide leveraged, cost-efficient exposure to the S&P 500 index for institutional and retail traders.
- F. None of above. chosen
- G. Unsure - the case is ambiguous/there is not enough information to decide.
NED2
Entity disambiguation (via description)
gpt-5-mini-2025-08-07
Target entity: Cboe Volatility Index (VIX) Target entity description: The Cboe Volatility Index (VIX) is a widely followed financial benchmark that measures the stock market’s expectation of near-term volatility, often referred to as the market’s “fear gauge.”
-
A.
VIX futures
VIX futures are exchange-traded derivative contracts that allow investors to speculate on or hedge against future volatility in the U.S. stock market as measured by the Cboe Volatility Index (VIX).
-
B.
S&P 500 Momentum Index
The S&P 500 Momentum Index is a stock market index that tracks U.S. large-cap companies from the S&P 500 with the strongest recent price momentum.
-
C.
Cboe S&P 500 BuyWrite Index (BXM)
The Cboe S&P 500 BuyWrite Index (BXM) is a benchmark that tracks a covered call strategy on the S&P 500, combining long equity exposure with systematically written call options to measure the performance of a buy-write approach.
-
D.
S&P 500 Index
The S&P 500 Index is a major U.S. stock market benchmark that tracks the performance of 500 large publicly traded companies listed on American exchanges.
-
E.
E-mini S&P 500 futures
E-mini S&P 500 futures are electronically traded stock index futures contracts that provide leveraged, cost-efficient exposure to the S&P 500 index for institutional and retail traders.
- F. None of above. chosen
Statements (49)
| Predicate | Object |
|---|---|
| instanceOf |
financial benchmark
ⓘ
stock market index ⓘ volatility index ⓘ |
| basedOn |
S&P 500 call options
ⓘ
S&P 500 index options ⓘ S&P 500 put options ⓘ |
| calculationMethod |
model-free implied volatility
ⓘ
uses out-of-the-money S&P 500 options ⓘ |
| category | market volatility indicator ⓘ |
| country |
United States of America
ⓘ
surface form:
United States
|
| currency | US dollar ⓘ |
| dataSource | real-time S&P 500 option prices ⓘ |
| hasAbbreviation | VIX NERFINISHED ⓘ |
| hasDerivativesExchange | Cboe Futures Exchange NERFINISHED ⓘ |
| highValueAssociatedWith |
investor fear
ⓘ
market stress ⓘ |
| highValueIndicates | high expected volatility ⓘ |
| inceptionYear | 1993 ⓘ |
| introducedBy | Cboe NERFINISHED ⓘ |
| isAnnualized | true ⓘ |
| isForwardLooking | true ⓘ |
| isReferencedBy |
financial media
ⓘ
institutional investors ⓘ risk managers ⓘ |
| isTradableVia |
VIX futures
NERFINISHED
ⓘ
VIX options NERFINISHED ⓘ VIX-related exchange-traded products ⓘ |
| lowValueAssociatedWith | market complacency ⓘ |
| lowValueIndicates | low expected volatility ⓘ |
| measures |
expected near-term stock market volatility
ⓘ
implied volatility ⓘ |
| methodologyUpdateDescription | changed underlying from S&P 100 to S&P 500 options ⓘ |
| methodologyUpdatedYear | 2003 ⓘ |
| nickname |
fear gauge
ⓘ
fear index ⓘ |
| operator |
Cboe Global Markets
NERFINISHED
ⓘ
Chicago Board Options Exchange NERFINISHED ⓘ |
| originalMethodologyBasedOn | S&P 100 options ⓘ |
| relatedIndex |
Cboe 1-Year Volatility Index
NERFINISHED
ⓘ
Cboe 3-Month Volatility Index NERFINISHED ⓘ Cboe 6-Month Volatility Index NERFINISHED ⓘ Cboe Short-Term Volatility Index NERFINISHED ⓘ |
| timeHorizon | 30 calendar days ⓘ |
| typicalRangeDescription | often trades between 10 and 30 in normal markets ⓘ |
| underlyingIndex | S&P 500 Index NERFINISHED ⓘ |
| usedFor |
benchmarking volatility strategies
ⓘ
hedging equity portfolios ⓘ risk management ⓘ speculating on volatility ⓘ |
How these facts were elicited
The pipeline generated the facts above by prompting gpt-5.1 with this entity's name + description and the instruction below.
Instruction
You are a knowledge base construction expert. Given a subject entity and a description of it, return factual statements that you know for the subject as a JSON list of dictionaries(triples), where keys must be "subject", "predicate" and "object". The number of facts may be very high, between 25 to 50 or more, for very popular subjects. For less popular subjects, the number of facts can be very low, like 5 or 10. # Requirements - If you don't know the subject at all, return an empty list. - If the subject is not a named entity, return an empty list. - Include at least one triple where predicate is "instanceOf". - Do not get too wordy. - Separate several objects into multiple triples with one object.
Input
Subject: Cboe Volatility Index (VIX) Description of subject: The Cboe Volatility Index (VIX) is a widely followed financial benchmark that measures the stock market’s expectation of near-term volatility, often referred to as the market’s “fear gauge.”
Referenced by (2)
Full triples — surface form annotated when it differs from this entity's canonical label.
this entity surface form:
Cboe Volatility Index