Posts Tagged ‘what is the CBOE volatility index vix’

Trading the VIX to Hedge Stock Market Volatility

By Aaron Fennell • Jun 21st, 2010 • Category: Broker Commentary, Market Updates

by Aaron Fennell If you trade stocks, you may have heard the financial media talk about something called the VIX, also commonly referred to as the “fear index.” VIX stands for Market Volatility Index, and it represents how investors perceive volatility in the marketplace. The VIX tends to peak during times the stock market is [...]


Trading the VIX

By Kristina Zurla Landgraf • Jan 27th, 2010 • Category: Broker Commentary, Educational, Market Updates

by 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 [...]