The concept of a Volatility Index (VIX) was first introduced by the Chicago Board Options Exchange (CBOE) in 1993. Originally, based on the S&P 100 index, it was revised in 2003 to track the S&P 500 ...
With the S&P 500 Index (SPX) hitting new all-time highs recently, the Cboe Volatility Index (VIX ) has dropped to its lowest level since mid-February. This isn't unexpected, as the VIX tends to move ...
Market volatility is starting to pick as measured by the CBOE Volatility (VIX) Index. VIX is a real-time index that represents the market expectation for near-term volatility in the S&P 500 index.
Stocks finished relatively unchanged, with the S&P 500 down just 13 bps. Volatility measures, however, were very much on the move, with 1-month implied correlation higher, the S&P 500 dispersion index ...
Market jitters resurfaced Tuesday morning as Wall Street faced a fresh wave of uncertainty tied to trade policy and upcoming economic data. Volatility jumped sharply, with the Volatility Index (VIX) ...