Cboe Volatility Index (VIX)

E632369

The Cboe Volatility Index (VIX) is a widely followed financial benchmark that measures the stock market’s expectation of near-term volatility, often referred to as the market’s “fear gauge.”

All labels observed (6)

How this entity was disambiguated

Statements (49)

Predicate Object
instanceOf financial benchmark ⓘ
stock market index ⓘ
volatility index ⓘ
basedOn S&P 500 call options ⓘ
S&P 500 index options ⓘ
S&P 500 put options ⓘ
calculationMethod model-free implied volatility ⓘ
uses out-of-the-money S&P 500 options ⓘ
category market volatility indicator ⓘ
country United States ⓘ
currency US dollar ⓘ
dataSource real-time S&P 500 option prices ⓘ
hasAbbreviation VIX ⓘ
hasDerivativesExchange Cboe Futures Exchange ⓘ
highValueAssociatedWith investor fear ⓘ
market stress ⓘ
highValueIndicates high expected volatility ⓘ
inceptionYear 1993 ⓘ
introducedBy Cboe ⓘ
linked to: Cboe Global Markets
isAnnualized true ⓘ
isForwardLooking true ⓘ
isReferencedBy financial media ⓘ
institutional investors ⓘ
risk managers ⓘ
isTradableVia VIX futures ⓘ
VIX options ⓘ
VIX-related exchange-traded products ⓘ
lowValueAssociatedWith market complacency ⓘ
lowValueIndicates low expected volatility ⓘ
measures expected near-term stock market volatility ⓘ
implied volatility ⓘ
methodologyUpdateDescription changed underlying from S&P 100 to S&P 500 options ⓘ
methodologyUpdatedYear 2003 ⓘ
nickname fear gauge ⓘ
fear index ⓘ
operator Cboe Global Markets ⓘ
Chicago Board Options Exchange ⓘ
originalMethodologyBasedOn S&P 100 options ⓘ
relatedIndex Cboe 1-Year Volatility Index ⓘ
Cboe 3-Month Volatility Index ⓘ
Cboe 6-Month Volatility Index ⓘ
Cboe Short-Term Volatility Index ⓘ
timeHorizon 30 calendar days ⓘ
typicalRangeDescription often trades between 10 and 30 in normal markets ⓘ
underlyingIndex S&P 500 Index ⓘ
usedFor benchmarking volatility strategies ⓘ
hedging equity portfolios ⓘ
risk management ⓘ
speculating on volatility ⓘ

How these facts were elicited

Referenced by (9)

Full triples — surface form annotated when it differs from this entity's canonical label.

Cboe Global Markets → notableProduct → Cboe Volatility Index (VIX) ⓘ
Cboe Global Markets → notableIndex → Cboe Volatility Index ⓘ
linked to: Cboe Volatility Index (VIX)
VDAX → similarTo → VIX ⓘ
linked to: Cboe Volatility Index (VIX)
VIX futures → underlyingAsset → Cboe Volatility Index ⓘ
linked to: Cboe Volatility Index (VIX)
VIX futures → underlyingAsset → VIX ⓘ
linked to: Cboe Volatility Index (VIX)
Cboe Options Exchange → hasNotableIndexProductFamily → Cboe Volatility Index (VIX) options ⓘ
linked to: Cboe Volatility Index (VIX)
Cboe Volatility Index → hasAbbreviation → VIX ⓘ
subject linked to: Cboe Volatility Index (VIX)
linked to: Cboe Volatility Index (VIX)
Cboe Volatility Index → relatedIndex → Cboe Short-Term Volatility Index ⓘ
subject linked to: Cboe Volatility Index (VIX)
linked to: Cboe Volatility Index (VIX)
Cboe Volatility Index → relatedIndex → Cboe 3-Month Volatility Index ⓘ
subject linked to: Cboe Volatility Index (VIX)
linked to: Cboe Volatility Index (VIX)