Trading the VIX
By Kristina Zurla Landgraf • Jan 27th, 2010 • Category: Broker Commentary, Educational, Market Updatesby Drew Shaw and David Berglas The Chicago Board Options Exchange Volatility Index (VIX) is a measure of the implied volatility of S&P 500 index options. It considers the options prices (nearest to expiry) observed in the market, and calculates the volatility implied by those various prices using the Black Sholes model. It is commonly [...]
