VIX Volatility Index
Volatility
Definition
The CBOE Volatility Index measures the market's expectation of 30-day volatility based on S&P 500 index options, often called the 'fear gauge' of the stock market.
Key Points
- Measures implied volatility of S&P 500 options
- VIX below 20 indicates low volatility/complacency
- VIX above 30 indicates high fear/uncertainty
Quick Info
Category
Volatility
Related Topics
implied volatility
options market
fear gauge