Index
A measure of the price performance of a collection of securities that are grouped to represent a certain market or sector
VIX
20.79
Index
As of Dec 4, 3:14:49 PM GMT-6 · INDEXCBOE · Disclaimer

In the news

About

VIX is the ticker symbol and the popular name for the Chicago Board Options Exchange's CBOE Volatility Index, a popular measure of the stock market's expectation of volatility based on S&P 500 index options. It is calculated and disseminated on a real-time basis by the CBOE, and is often referred to as the fear index or fear gauge. The VIX traces its origin to the financial economics research of Menachem Brenner and Dan Galai. In a series of papers beginning in 1989, Brenner and Galai proposed the creation of a series of volatility indices, beginning with an index on stock market volatility, and moving to interest rate and foreign exchange rate volatility. In their papers, Brenner and Galai proposed, "[the] volatility index, to be named 'Sigma Index', would be updated frequently and used as the underlying asset for futures and options. ... A volatility index would play the same role as the market index play for options and futures on the index." In 1992, the CBOE hired consultant Bob Whaley to calculate values for stock market volatility based on this theoretical work. Wikipedia

Key stats

Previous close
The last closing price
21.28
Day range
The difference between the high and low prices over the past day
19.97 - 21.15
Year range
The difference between the high and low prices over the past 52 weeks
11.71 - 85.47

About

VIX is the ticker symbol and the popular name for the Chicago Board Options Exchange's CBOE Volatility Index, a popular measure of the stock market's expectation of volatility based on S&P 500 index options. It is calculated and disseminated on a real-time basis by the CBOE, and is often referred to as the fear index or fear gauge. The VIX traces its origin to the financial economics research of Menachem Brenner and Dan Galai. In a series of papers beginning in 1989, Brenner and Galai proposed the creation of a series of volatility indices, beginning with an index on stock market volatility, and moving to interest rate and foreign exchange rate volatility. In their papers, Brenner and Galai proposed, "[the] volatility index, to be named 'Sigma Index', would be updated frequently and used as the underlying asset for futures and options. ... A volatility index would play the same role as the market index play for options and futures on the index." In 1992, the CBOE hired consultant Bob Whaley to calculate values for stock market volatility based on this theoretical work. Wikipedia

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