In its original form, the VIX was constructed by using a weighted average of the implied volatility of the at-the-money and near-the-money options on the S&P 100 index. Measuring Stock Market Volatility:Measuring the S&P 500 on the …
As I noted last week, index volatility shot up way faster than individual stock volatility, implicitly a bet on increased correlation going forward. The correlation I refer to here is individual stocks moving in lockstep with each other. Don …
While trading on below-average volume, ProShares Trust Ultra VIX Short Term Futures ETF (UVXY) sunk today, hitting …
"But I do see that there was a spike on the chart up to 21.26. It looks a little suspicious." The VIX is a 30-day risk forecast of stock market volatility that is calculated by using a strip of S&P 500 index option bid-ask quotes. The VIX generally …
Although the S&P 500 (^GSPC) hit all-time highs near 1,859 last week, a number of flashing indicators we’ve written about are showing the stock market’s bullish velocity is waning. And other gauges, like the VIX (ChicagoOptions:^VIX), have …
Michael Baxter, economics commentator for The Share Centre is one stock market watcher who sees the low level of …
The stock market's recent run of serenity may have fooled investors ... 2017 was lower than every single trading day from Dec. 22, 1995, to June 20, 2005. The VIX finished below a rating of 10 -- super quiet! -- on only nine days before May …
Just look at the Fear Index. With all those stomach-churning free falls and sharp reversals in the stock market recently, traders are keeping a nervous eye on an obscure index known as the VIX. The VIX (officially the Chicago Board …
The Black Scholes model uses five key variables to arrive at the ‘fair price’ of an options contract: the strike price of the contract, the market price of the stock, the time to expiry, the risk-free rate and volatility. The VIX arrives at the ...
Wall Street doesn’t fear the stock market these days. Should you? A closely watched “fear gauge,” known as the VIX, sank to a 24-year low last week, a drop that suggests that most professional investors don’t see the stock market …