estimates expected volatility by aggregating the weighted prices of S P 500 Index (spxsm) puts and calls over a wide range of strike prices. Convergences and Divergences between VIX, S P500, and Nasdaq. The Chicago Board of Exchange introduced the VIX Index in 1993 but added a VIX futures contract, not before 2004. Cboe Global Markets revolutionized investing with the creation of the Cboe Volatility Index (VIX Index the first benchmark index to measure the markets expectation of future volatility. Therefore, when you are trading the VIX, you are actually trading S P500. The 50-day EMA and the 200-day EMA act as support and resistance for the VIX. Website owners and affiliates will not accept liability for any loss or damage, including without limitation to, any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. More VIX Strategies Portfolio Hedging One of the biggest risks to an equity portfolio is a broad market decline. Using the Bollinger Bands to Identify VIX Extreme Movements. In general, investors trade the VIX for hedging and speculation: Hedging against the volatility risk of their existing S P 500 positions, as historically, the VIX Index is negatively correlated to equity prices.
Indice forex vix
Volatility on Currencies - Cboe