vix

A popular measure of market turbulence, the CBOE volatility index . VIX, rocketed to its highest level in a year.

But the VIX index of American stockmarket volatility (a measure of the cost of buying options) was close to a ten-year low in late October.

Often known as the fear index, the VIX tends to rise sharply in times of turmoil, as it did last autumn.

Despite all of the turmoil facing the capital markets, the VIX has failed to break out to the upside despite the very high levels.

The carry trade appears to have been squeezed out of the system by about late November, when the yen and the Vix halted their joint ascent.

'The VIX is one of the fastest-growing products in the history of the business, ' CBOE Chairman William Brodsky said in an interview.

The index is usually inversely correlated to the S&P 500, and a rise in the VIX typically means a drop in the stock market.

In the stockmarket, this measure is known as the Vix (short for volatility index) and is a widely watched indicator of confidence.

Stocks rallied as the options-market indicator known as the VIX showed investors are paying less for protection from equity losses.

Since the beginning of May, the VIX has closed below its 200-day MA only twice, both times occurring last week.

One of the first measures is the VIX, or volatility index, which measures the variability of the American stockmarket.

The CBOE is the main beneficiary of the boom as it collects licensing and transaction fees on most VIX-related products.

To grasp one reason why volatility has surged, you need to understand how the Vix is calculated.

Apart from a broad market indicator, I find the VIX is a useful guide to the premiums investors might expect to be priced into options.

The Chicago Board Options Exchange Vix index, measuring volatility or "fear" in US stocks, is at a post-crisis low.

Still, the VIX futures show the options market has a very high level of skepticism about this rally.

VIX spiked higher trading up to 69. 25 and crude slipped as fears of a global recession intensified.

VIX clones have sprung up in Australia, Canada and India.

Bears can point to low share volatility, as measured by the Chicago Board Options Exchange's VIX gauge, as a sign of investor complacency .

Indeed, Wall Street's fear gauge, the CBOE Volatility index, or VIX . VIX, on Friday fell to its lowest level since April.

The Vix represents the short-dated end of that curve.

Since the VIX lags the yield curve by about two years, it could stay at low levels until March 2012, she says.

As I noted in a recent column, recent swings in the Vix (volatility index) may reflect a recent boom in volatility-linked notes.

Stocks are again tumbling and the U. S. stock market's so-called fear gauge, the VIX, has jumped to one-month highs.

It is trading around the 30 level, or near its peak in March when Bear Stearns had to be rescued.

The pit was built to be deliberately roomy so it could accommodate an expected explosion in VIX-related trading.

After falling back in early June, the VIX spiked again in the final days of the month.

That's especially true if the VIX is elevated and the rally is still in its early stages, both of which are true now.

If you want to capitalize on volatility, wait until markets are calm, not stormy, and the prices of the various VIX products come down.

For now, the VIX still is lower and stock prices are still higher than they were in January.

THE clearest measure of recent investor uncertainty is the VIX or volatility index, traded on the Chicago Board Options Exchange.

US stock market volatility rose with the CBOE Vix index, known as Wall Street's fear gauge, nearing the key level of 40 yesterday.

By this past Thursday as fearful investors jumped into options, it had nearly tripled to 45. 79, the highest level since March 2009.

Trading volume in VIX options alone rose 42% in the third quarter from a year earlier, according to the CBOE.

VIX futures became tradable in 2004, followed by VIX options in 2006, enabling investors to bet on the direction of the VIX.

It wasn't until the financial crisis that the VIX broke into the mainstream.

The sharp rise in risk aversion saw the Vix, the Wall Street "fear gauge" and best guide to market volatility, jump to 13-month highs.

The standard measure of volatility is the VIX, or Chicago Board Options Exchange Volatility Index.

The popularity of the index has fueled growth in futures and options just to bet on the VIX itself.

The Chicago Board Options Exchange Volatility Index, or VIX, has fallen by almost half during the past three months.

At around 30, the VIX, the market's volatility barometer, is trading at less than half the average level of last autumn.

But over the past 12 months, the standard measure of stockmarket volatility, the Vix (or volatility index), has roughly doubled.

Over at CME Group Inc. , a whole separate group of traders are trading futures on the VIX.

Finally, I focused on the Chicago Board Options Exchange's Market Volatility Index, or VIX.

Market volatility, measured by the Vix index, is twice its ten-year average.

VIX option prices reflect the market's expectation of the VIX level at expiration as measured by the VIX SOQ on that date.

Within a few weeks in late 2008, the VIX shot up from the 20s to a peak of about 96 in October.

He presented the math equation that would become the VIX in a 1993 academic paper.

Other firms and exchanges are also seeking to capitalize on the VIX's popularity.

The Vix index, Wall Street's "fear gauge" , hit a number of multi-year highs.

But VIX futures were suggesting the index is expected to move up to 21. 55 by February and 23. 20 by March.

Volatility is still a major player, with VIX trading at 80.

It soared in the wake of the failure of Lehman Brothers last autumn.

Volatility continues to increase both in FX implied vols and VIX index.

The CBOE Volatility Index . VIX, known as Wall Street's fear gauge, climbed 11. 8 percent to 22. 58, its highest close in more than a month.

The CBOE Volatility Index . VIX rose 7. 4 percent after falling last week to its lowest level since 2007.

The VIX is well above its post-1990 average, according to the Chicago Board Options Exchange, which trades futures and options on the index.

The CBOE's volatility index, or VIX, is a measure of options demand.

Even the VIX was volatile, swinging from between 8% down to 1% higher intraday before ending the day down 5%.

Soon, there will be a VIX each for corn and soybeans.

The VIX measures traders' expectations of S& P 500 volatility.

On Tuesday, it traded 276, 327 options and had more than six million open interest positions.

Showing the renewed tumult, the VIX fear gauge jumped back to finish the quarter at 34. 54.

On the week, the VIX rose 22. 9 percent following wide market swings in four of five trading sessions.

Selkin noted that the CBOE Volatility Index . VIX, or VIX, was at low levels, down 15. 3 percent since May 23.

Based on the surge in the VIX, he added, "We're starting to move into panic mode. "

Still, that's a far cry from the depths of the 2008 crisis, when the so-called VIX almost reached 100.

When the VIX is high, options are expensive.

The CBOE volatility index . VIX closed at 17. 99 -- its lowest level since April and below a key technical resistance at 18.

The Vix reached 39. 6, close to levels that signal distress, before easing back to 38. 4.

There are now VIX-like measures in the crude-oil and gold markets.

Then again, the move in energy prices that caused the collapse last year of Amaranth, the hedge fund, was a nine standard-deviation event.

However, reflecting investors' fear over short-term uncertainty, the CBOE Volatility Index, or VIX . VIX, rose 9. 3 percent to 23. 54.

The Vix index is also down, -2. 6% after another active session yesterday.

After a long period of calm, the VIX has soared again (see chart 4 above).

The CBOE Volatility Index . VIX, viewed as Wall Street's fear gauge, rose 4. 1 percent to 38. 32.

The VIX, the so-called fear index, is falling as last year's panicked sellers now panic that they should actually be buying.

The Chicago Board Options Exchange Volatility Index, or VIX, dropped to 24. 29, or 5. 5 percent below its 200-day average.

For early warning of more trouble ahead, we should look at the Vix and at high-grade credit spreads.

The VIX closed Friday at 25. 49.

VIX fell a whopping -24. 0% to 52. 97 and gold fell to $793. 82oz, as confidence continue to filter back into markets.

The CBOE Volatility Index . VIX jumped 16. 8 percent to 21. 32 -- its highest level since March 18.

VIX's Records Show Fear That May Last Into 2009: Chart of Day