CBOE Indexes
| Name | CBOE Indexes |
| Description | The CBOE (Chicago Board Options Exchange) Volatility Index® (VIX®) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. VIX has been considered by many to be the world's premier barometer of investor sentiment and market volatility. The New VIX still measures the market's expectation of 30-day volatility, but in a way that conforms to the latest thinking and research among industry practitioners. The New VIX is based on S&P 500 index option prices and incorporates information from the volatility "skew" by using a wider range of strike prices rather than just at-the-money series. |
| Contents | |
| Keyword | investor sentiment ; market expectations ; market volatility ; option prices ; S&P 500 ; volatility |
| Subject | options |
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| Time period | |
| Year start | 1986 |
| Year end | 2014 (annual updates) |
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| Collection | ECO |
| Access | |
| Access | User Account |
| Find Publications | |
| Publications |
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