The CBOE Volatility Index® (VIX®)
.... is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. Since its introduction in 1993, VIX has been considered by many to be the world's premier barometer of investor sentiment and market volatility.
Quelle:
http://www.cboe.com/micro/VIX/vixintro.aspx
Der saisonale Verlauf des S&P 500 Volatilitätsindex VIX:
1
2
3
Zusammen mit dem SPX, 4y:
4
6m, daily:
5
6
3m:
7
14d, absolut:
8
10d:
9
5d:
