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...

Chicago Board Options Exchange introduced the CBOE Volatility Index, commonly known as the VIX Index. The index was developed by Robert E. Whaley, a Vanderbilt...

In financial mathematics, the implied volatility (IV) of an option contract is that value of the volatility of the underlying instrument which, when input...

deviation of logarithmic returns. Historic volatility measures a time series of past market prices. Implied volatility looks forward in time, being derived...

Day The Vix Doubled: Tales of 'Volmageddon'". Bloomberg News. "CBOE Volatility Index". MarketWatch. February 7, 2018. Archived from the original on February...

CBOE NASDAQ-100 BuyWrite Index (BXN) CBOE NASDAQ-100 Volatility Index (VXN) CBOE S&P 500 BuyWrite Index (BXM) CBOE Volatility Index (VIX) Dow Jones & Company...

"Evaluation of BuyWrite and Volatility Indexes—Using the CBOE DJIA BuyWrite Index (BXD) and the CBOE DJIA Volatility Index (VXD) for Asset Allocation and...

presidential election, the index soared, coming within roughly 25 points of its all-time intraday high to that point. Volatility returned in 2018 when the...

of GT data for two most popular volatility measures: realized volatility (RV) and CBOE daily market volatility index (VIX). Both studies report positive...

in the S&P 500. In 1983, the CBOE created the first index options, based on its own index, the CBOE 100. In 1993, CBOE created the Chicago Board Options...

best available and accepted tools to measure stock market volatility is CBOE Volatility Index, elaborated by Chicago Board Options Exchange in 1993. In...

Spikes Volatility Index and Spikes futures, the only other volatility index used to measure US stock market volatility other than Cboe's VIX index. In 2017...

The CBOE S&P 500 PutWrite Index (ticker symbol PUT) is a benchmark index that measures the performance of a hypothetical portfolio that sells S&P 500 Index...

security – a so-called volatility smile; and with a time dimension, a volatility surface. The main approach here is to treat volatility as stochastic, with...

Federal Reserve Bank of Chicago. Teachers’ Pension Lost $774M in Allianz Volatility Funds: Lawsuit Institutional Investor. July 21, 2020. "Chinese Oil Trader's...

straight trading session). The CBOE Volatility Index closed at 82.69 on 16 March, the highest ever closing for the index (though there were higher intraday...

Exchange (CBOE) based on current S&P 500 options market data. SKEW is similar to the VIX index, but instead of measuring implied volatility based on a...

price indexes, employment and population, exchange rates, gross domestic product, interest rates, monetary aggregates, producer price indexes, reserves...

situation.' " Stock market volatility is measured by the VIX (the CBOE Volatility Index), colloquially known as the "fear index" or the "fear gauge". The...

a volume-weighted settlement index in 2005. CBOE offers binary options on the S&P 500 (SPX) and the CBOE Volatility Index (VIX). The tickers for these...

The CBOE S&P 500 BuyWrite Index (ticker symbol BXM) is a benchmark index designed to show the hypothetical performance of a portfolio that engages in a...

third-largest one-day decline in the 124-year history of the index. That day, the CBOE Volatility Index closed at the highest level since its inception in 1990...

straight trading session). The Cboe Volatility Index closed at 82.69 on 16 March, the highest ever closing for the index (though there were higher intraday...

"Passive Options-Based Investment Strategies: The Case of the CBOE S&P 500 BuyWrite Index." The Journal of Investing . (Summer 2005). Frankel, Doris. "Buy-writes...

those that are bullish on volatility, measured by the lowercase Greek letter sigma (σ), and those that are bearish on volatility. Traders can also profit...

volatility may be followed by a return to more normal volatility levels, and low levels of volatility may be precursors to an increase in volatility....

radiation pattern Volatility skew, in finance, a downward-sloping volatility smile SKEW, the ticker symbol for the CBOE Skew Index SKU or Stock-keeping...

data provider, Burgiss Group for $697 million. In October 2021, MSCI and Cboe Global Markets signed a licensing agreement that would see MSCI grow its...

2012). "CBOE To Introduce First Interest Rate-Based Volatility Index". Press Release (23 May 2013). "CBOE Begins Disseminating New Volatility Index On CME...

member possessing a trading card. The value of these cards had experienced volatility, rising from slightly more than one million rupees before 1990 to approximately...