Tail risk simply represents the probability of a black swan event occurring – that is, like a stock market crash, or a major correction. You see, VIX doesn’t really tell us anything about how the market views tail risk (i.e. the probability of a …
But it is a sentiment that, like most things on Wall Street (bonuses, number of homes ... commonly referred to as “the VIX.” It’s sometimes referred to as the “Fear Index” because it is said to rise whenever markets get jittery and fall …
NEW YORK (Reuters) - The U.S. stock market has been a bumpier place for the last couple of months, but you would not know it to look at the activity in trading VIX options. Even though the CBOE Volatility Index (.VIX), the market's …
NEW YORK (AP) — For some investments, the sound of crashing stock prices and panic in the market is actually the …
Once a market indicator used primarily by institutional investors and options traders, the Chicago Board Options Exchange Volatility Index or VIX has become a widely referenced and discussed measure of stock market sentiment. It currently …