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.”
Observed surface forms (1)
| Surface form | Occurrences |
|---|---|
| Cboe Volatility Index | 1 |
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 ⓘ |
Referenced by (2)
Full triples — surface form annotated when it differs from this entity's canonical label.
this entity surface form:
Cboe Volatility Index