Sentences with phrase «exchange volatility index»

The Chicago Board Options Exchange Volatility Index reached its quarter high of 28.14 on Feb. 11, above its 17.64 average over the past year.

The Chicago Board Options Exchange Volatility Index (VIX) is colloquially referred to on Wall Street as the Fear Index.

The VIX, as the Chicago Board Options Exchange Volatility Index is known, gained 14 percent to 52.65, the most since Jan. 20.

The Chicago Board Options Exchange Volatility Index (VIX) is a forward - looking index that measures the implied volatility of the S&P 500 Index.

The Chicago Board of Options Exchange Volatility Index (VIX)-- a.k.a. the investor «fear gauge» — is the best way to measure near - term volatility in the S&P 500.

The Chicago Board Options Exchange Volatility index increased 80.9 % during the first quarter, its largest upswing in the past 20 quarters and third - largest in the past 40 quarters.

The Chicago Board Options Exchange Volatility Index ® (VIX ®) reflects a market estimate of future volatility.

The combination helped drive the Chicago Board Options Exchange Volatility Index (VIX) back up to 14.75 early Friday after the index declined to 11.25 on Wednesday.

Volatility, as measured by the Chicago Board Options Exchange Volatility Index (VIX), edged up to 12 from 10.9.

Volatility, as measured by the Chicago Board Options Exchange Volatility Index (VIX), slipped to 9.6 from 10 a week ago.

Volatility, as measured by the Chicago Board Options Exchange Volatility Index (VIX), was little changed at 11.7.

Chicago Board Options Exchange Volatility Index (VIX) reflects a market estimate of future volatility, based on the weighted average of the implied volatilities for a wide range of strikes.

Volatility, as measured by the Chicago Board Options Exchange Volatility Index (VIX), rose to 11.00 from 9.9 a week ago.

Volatility, as measured by the Chicago Board Options Exchange Volatility Index (VIX), slipped to 16.5 from 18 last week.

Volatility, as measured by the Chicago Board Options Exchange Volatility Index (VIX), slipped to 10.30 from 10.80 last Friday.

Volatility, as measured by the Chicago Board Options Exchange Volatility Index (VIX), declined to 9.50 from 10.8 last week.

Volatility, as measured by the Chicago Board Options Exchange Volatility Index (VIX), rose to 11.75 from 10.9 last week.

Volatility, as measured by the Chicago Board Options Exchange Volatility Index (VIX), jumped as high as 15.50 at midweek before slipping to 11.90 on Friday.

Volatility remains subdued, with the Chicago Board Options Exchange Volatility Index at 11.50.

The Chicago Board Options Exchange Volatility Index (VIX) was little changed at 11.45.

One measure of U.S. stock - market volatility is the Chicago Board Options Exchange Volatility Index, or VIX.

The Chicago Board Options Exchange Volatility Index slipped 5 percent today to 12.11, closing for a second day at its lowest level in a month.

Does the Chicago Board Options Exchange Volatility Index (VIX) have separable components of rational and irrational risk?

One of the financial market's most widely used «fear gauges» is the Chicago Board Options Exchange volatility index — CBOE ® VIX ®.

The Chicago Board Options Exchange Volatility Index finished last week at a seven - year low before rallying 16 percent during the first two days of the week, the biggest surge since April.

Instead, let's consider some of the underlying factors impacting the VIX — or more correctly, the Chicago Board Options Exchange Volatility Index, which reflect market estimates of future volatility — to see if we can properly frame what it means for investors and traders.

Not exact matches

Exchange - traded volatility notes that rose when volatility fell looked like a particularly ripe target, given the potential for a feedback loop that might send the Cboe Volatility Index surging in the event of markvolatility notes that rose when volatility fell looked like a particularly ripe target, given the potential for a feedback loop that might send the Cboe Volatility Index surging in the event of markvolatility fell looked like a particularly ripe target, given the potential for a feedback loop that might send the Cboe Volatility Index surging in the event of markVolatility Index surging in the event of market stress.

The Chicago Board Options Exchange, or CBOE, runs a volatility index known as the VIX, which is the index's ticker symbol.

MORE SHOES TO DROP: The stock slump led to a massive unwinding of a short position in products related to the VIX volatility index, as Credit Suisse and Nomura announced the shuttering of their respective exchange - traded notes that bet on lower volatility.

While some traders might have guarded their positions using contracts on the Cboe Volatility Index (VIX), which trades inversely to the S&P 500 roughly 80 % of the time, others have elected to short exchange - traded funds with broad market exposure.

They also developed new rules, known as circuit breakers, allowing exchanges to halt trading temporarily in instances of exceptionally large price declines.12 For example, under current rules, the New York Stock Exchange will temporarily halt trading when the S&P 500 stock index declines 7 percent, 13 percent, and 20 percent in order to provide investors «the ability to make informed choices during periods of high market volatility.»

The CBOE Volatility Index, known by its ticker symbol VIX, is a popular measure of the stock market's expectation of volatility implied by S&P 500 index options, calculated and published by the Chicago Board Options ExchanVolatility Index, known by its ticker symbol VIX, is a popular measure of the stock market's expectation of volatility implied by S&P 500 index options, calculated and published by the Chicago Board Options Exchange (CIndex, known by its ticker symbol VIX, is a popular measure of the stock market's expectation of volatility implied by S&P 500 index options, calculated and published by the Chicago Board Options Exchanvolatility implied by S&P 500 index options, calculated and published by the Chicago Board Options Exchange (Cindex options, calculated and published by the Chicago Board Options Exchange (CBOE).

One measure of stock volatility, the Chicago Board Options Exchange (CBOE) Volatility Index (VIX), had been unusually lovolatility, the Chicago Board Options Exchange (CBOE) Volatility Index (VIX), had been unusually loVolatility Index (VIX), had been unusually low in 2017.

Specifically, they relate spot West Texas Intermediate (WTI) crude oil price to: the U.S. dollar exchange rate versus a basket of developed market currencies; Dow Jones Industrial Average (DJIA) return; U.S. short - term interest rate; the S&P 500 options - implied volatility index (VIX); and, open interest in the NYMEX crude oil futures (as an indication of financialization of the oil market).

They include as potential influencers three other precious metals futures, crude oil spot and futures, two commodity indexes, U.S. and world stock indexes, currency exchange rates, 10 - year U.S. Treasury note (T - note) yield, U.S. Federal Funds Rate (FFR), a volatility index (VIX) and U.S. and world consumer price indexes.

[1] The Chicago Board of Exchange (CBOE) Volatility Index (VIX) measures expectations of 30 - day volatility, based on the implied volatilities of a range of S&P 500 indeVolatility Index (VIX) measures expectations of 30 - day volatility, based on the implied volatilities of a range of S&P 500 index optIndex (VIX) measures expectations of 30 - day volatility, based on the implied volatilities of a range of S&P 500 indevolatility, based on the implied volatilities of a range of S&P 500 index optindex options.

You can even measure how volatile investors expect the market to be using indicators like VIX, which is the Chicago Board Options Exchange Market Volatility Index.

If you are, you are probably reflected in VIX — the Chicago Board Options Exchange Market Volatility Index, popularly known as the «Fear Index».

A new index fund from the exchange traded fund offering of PowerShares Global Funds combining a dividend and low volatility strategy has launched on Xetra and Börse Frankfurt.

In fact, in recent years, there's been a surge of interest in low - volatility portfolios, prompting the launch of exchange - traded index funds such as iShares Edge MSCI Minimum Volatility USA ETF and PowerShares S&P 500 Low Volatility Portfolio, as well as mutual funds like Vanguard Global Minimum Volativolatility portfolios, prompting the launch of exchange - traded index funds such as iShares Edge MSCI Minimum Volatility USA ETF and PowerShares S&P 500 Low Volatility Portfolio, as well as mutual funds like Vanguard Global Minimum VolatiVolatility USA ETF and PowerShares S&P 500 Low Volatility Portfolio, as well as mutual funds like Vanguard Global Minimum VolatiVolatility Portfolio, as well as mutual funds like Vanguard Global Minimum VolatilityVolatility Fund.

They also developed new rules, known as circuit breakers, allowing exchanges to halt trading temporarily in instances of exceptionally large price declines.12 For example, under current rules, the New York Stock Exchange will temporarily halt trading when the S&P 500 stock index declines 7 percent, 13 percent, and 20 percent in order to provide investors «the ability to make informed choices during periods of high market volatility.»

To investigate, we consider two measures of U.S. stock market volatility: (1) realized volatility, calculated as the standard deviation of daily S&P 500 Index return over the last 21 trading days (annualized); and, (2) implied volatility as measured by the Chicago Board Options Exchange Market Volatility Involatility: (1) realized volatility, calculated as the standard deviation of daily S&P 500 Index return over the last 21 trading days (annualized); and, (2) implied volatility as measured by the Chicago Board Options Exchange Market Volatility Involatility, calculated as the standard deviation of daily S&P 500 Index return over the last 21 trading days (annualized); and, (2) implied volatility as measured by the Chicago Board Options Exchange Market Volatility Involatility as measured by the Chicago Board Options Exchange Market Volatility InVolatility Index (VIX).

Should investors regard any of the exchange - traded products (ETP) based on S&P 500 Index option - implied volatility (VIX) futures as long - term holdings?

The performance of an exchange - traded fund may vary from the market index it attempts to replicate due to market volatility, transaction costs, valuation differences, differences between the assets held in the exchange - traded fund's portfolio relative to the market index, and other factors.

1The Chicago Board Options Exchange (CBOE) Volatility Index (VIX) is a key measure of market expectations of near ‐ term volatility conveyed by S&P 500 stock index optiVolatility Index (VIX) is a key measure of market expectations of near ‐ term volatility conveyed by S&P 500 stock index option prIndex (VIX) is a key measure of market expectations of near ‐ term volatility conveyed by S&P 500 stock index optivolatility conveyed by S&P 500 stock index option prindex option prices.

The CBOE Volatility Index, known by its ticker symbol VIX, is a popular measure of the stock market's expectation of volatility implied by S&P 500 index options, calculated and published by the Chicago Board Options ExchanVolatility Index, known by its ticker symbol VIX, is a popular measure of the stock market's expectation of volatility implied by S&P 500 index options, calculated and published by the Chicago Board Options Exchange (CIndex, known by its ticker symbol VIX, is a popular measure of the stock market's expectation of volatility implied by S&P 500 index options, calculated and published by the Chicago Board Options Exchanvolatility implied by S&P 500 index options, calculated and published by the Chicago Board Options Exchange (Cindex options, calculated and published by the Chicago Board Options Exchange (CBOE).

Does identification of trends in the CBOE Volatility Index (VIX) via simple moving averages (SMA) support effective timing of the U.S. stock market or VIX futures exchange - traded notes (ETN)?

If that level of volatility is likely to cut into your sleep time, delegate your small cap investing to a small cap mutual fund or buy exchange - traded funds (ETFs) that follow small cap indexes in the U.S. and Canada.

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A VIX, commonly referred to as the «Fear Index,» is the ticker symbol for the Chicago Board Options Exchange (Cboe) Volatility Index and measures the market's expectation of 30 - day vVolatility Index and measures the market's expectation of 30 - day volatilityvolatility.