"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 …
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 …
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 ...
Last week’s stock market dive has triggered a search for parallels ... Investors devised strategies to exploit this low volatility, such as betting that the VIX, a …
While the VIX's recent behavior is unusual it does not have any great implications for future stock returns, analysts said. "At some point, the market stops rallying so hard, and eventually volatility settles in after ‘overcorrecting’ to the upside ...
The problem is that as the VIX gets lower and lower it signals extreme complacency. The good news for the bulls (and bad news for the bears) is that the VIX can theoretically remain extremely low indefinitely (or until all the stock buying …
Editor’s note: This is the first of two articles covering market sentiment measures. Are you one of those investors who are glued to CNBC first thing in the morning? Always wondering what's trending in the world of finance? There are times in …
If it’s a stock that pays dividends, that’s also baked into the equation. Oh, and there’s one big factor. And it’s one of the most important elements. In fact, it’s essential to what the VIX is and how we know whether the markets are expecting ...