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CBOE Volatility Index (VIX) from December 1985 to May 2012 (daily closings) In finance, volatility (usually denoted by "σ") is the degree of variation of a trading price series over time, usually measured by the standard deviation of logarithmic returns. Historic volatility measures a time series of past market prices.
IVX is the abbreviation of Implied Volatility Index and is a popular measure of the implied volatility [1] of each individual stock. [2] IVX represents the cost level of the options for a particular security and comparing to its historical levels one can see whether IVX is high or low and thus whether options are more expensive or cheaper.
The resulting VIX index formulation provides a measure of market volatility on which expectations of further stock market volatility in the near future might be based. The current VIX index value quotes the expected annualized change in the S&P 500 index over the following 30 days, as computed from options-based theory and current options ...
The price of this option is influenced by multiple factors, including the stock’s current price, the option’s strike price, time to expiration and implied volatility. If the market expects a ...
(Under mean reversion, above-average VIX values tend to be followed by below-average values, and vice-versa; stock returns share the same property.) However, that relationship may be breaking down.
Widow-and-orphan stock: a stock that reliably provides a regular dividend while also yielding a slow but steady rise in market value over the long term. [13] Witching hour: the last hour of stock trading between 3 pm (when the bond market closes) and 4 pm EST (when the stock market closes), which can be characterized by higher-than-average ...
When will the high volatility in the stock market come to an end? Although that seems like a good question, it may be the wrong one to ask for investors who are only worried about the end of the ...
With the bullish stock market of the 1990s, equity-heavy investing approaches outperformed risk parity in the near term. [45] However, after the March 2000 crash , there was an increased interest in risk parity, first among institutional investors in the United States and then in Europe.