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2024年5月17日 · The VIX Index is a calculation designed to produce a measure of constant, 30-day expected volatility of the U.S. stock market, derived from real-time, mid-quote prices of S&P 500 ® Index (SPX ℠) call and put options. On a global basis, it is one of the most recognized measures of volatility -- widely reported by financial media and closely ...
6 天前 · Similarly, historical VIX term structures can offer insights into how the market's expectation of volatility of the S&P 500 has changed over time in response to market conditions. Market analysts and traders can use term structure data to see how market expectations on volatility compare to their own expectations.
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What is the CBOE Volatility Index ® (VIX ®)?
How does CBOE calculate market volatility based on S&P 500 (SPX) stock options?
What is a VIX index?
How does CBOE calculate expectations for the S&P 500?
2 天前 · The Dispersion Index was created to provide market participants with a transparent, standardized and accurate measure of 30-day forward S&P 500 dispersion expectations. The Dispersion Index provides an indicator for the market’s expectation of the magnitude of idiosyncratic movements in S&P 500 constituent prices over the next 30 days.
1 天前 · The Cboe Volatility Index ® (VIX ® ) is considered by many to be the world's premier barometer of equity market volatility. The VIX Index is based on real-time prices of options on the S&P 500® Index (SPX) and is designed to reflect investors' consensus view of future (30-day) expected stock market volatility. The VIX Index is often referred ...
2024年5月17日 · Below are daily downloads of CFE contracts listed for trading on a trade date and a reference chart for various CFE product level system parameters that apply within CFE's trading system. Please refer to CFE rules for additional detail regarding the parameters. Futures. Options On Futures.
5 天前 · 1.54%. 1.58%. Total. 38,677,023. 100%. 100%. Data as of 17:00 22/05/2024 . Volume details prior to 2011 exclude proprietary products and other index option volume. If using this data in a published report, please cite Cboe Global Markets as the source.
2024年5月7日 · VIX Volatility Products Access the widest array of volatility products including VIX futures and options. S&P 500 Index Options Capture U.S. stock market exposure with ease ...
