VIX Definition

VIX Index Definition

VIX is the ticker symbol for CBOE Volatility Index. The index, calculated by , measures expected volatility of S&P500 stock index in the next 30 days. The exact definition of VIX is: implied volatility of a hypothetical S&P500 option with 30 days to expiration.

VIX Definition in More Detail

For a more detailed explanation, including definitions of the other terms used in the definition above (like ticker symbol, options, or implied volatility), see What is VIX?

VIX Calculation

The VIX Index is calculated from prices and implied volatility of a broad range of near term options on S&P500. To keep the time period of the implied volatility constant 30 days, options with different time to expiration are weighted accordingly. You can see a more detailed explanation here: VIX Calculation.

Trading the VIX, Options, and Futures

The VIX Index has active derivative marketsVIX options and VIX futures. The index and its derivatives have several specific characteristics with important implications for trading. For more details, including the specifics, possible sources of trading ideas, and how to research and analyze the VIX, see Trading the VIX.


Related pages


standard deviation calcnatural log excelswiss franc etfsp500 short etfcost variance calculationcalculating probability in excelrsi stock marketyahoo share prices historysample covariance formulastd deviation and variancefifo and weighted average methodmsft stock split historyhow to buy the vixdefinition skewnessformula for skewness and kurtosiswhat is leptokurticvelocityshares daily inverse vixhow implied volatility is calculatedwhere to find 13f filingsexcel norm diststandard deviation in finance formulahow to calculate a sample variances&p official websitegeometric average vs arithmetic averageatr technical analysisyen etfavco advantages and disadvantagesstrangle option strategy examplebutterfly option examplersi calculation formulastandard deviation equation in excelcalculate historical volatilitywhat does kirt meanexcel sharpe ratioestimating population mean calculatordirectional options strategiescollar option payoffwacc componentscalculate cv in excelequally weighted portfolioblack scholes model in excelfinance.yahoo.com historical pricessharpe ratio portfoliodow jones calculationskew in statisticscboe expiration calendarunderstanding vixrelative standard deviation calculatorbullish spreadexcel formula calculatorexcel std deviationvolatility etfsstd dvcboe indicesgreek calculatorblack scholes option price calculatorwhat is the formula for sample variancemean median standard deviation calculatortechnical analysis momentum indicatorsstandard deviation spreadsheetpopulation variance calculatordelta gamma theta vega rhocreating formulas in excelbsm modelhow to read a macd chartmoments skewness and kurtosisdjia weightingvix fundsgreeks calculatorrelative strength index excelvxv etfsec 13f listarithmetic progression calculatorhow to invest in vix volatility index