• 回复@老老保老张工:你跟你老婆害羞要不要也上报呢?也许正好会安排任务哟。 2019-09-29
  • 第524期:有了脂肪肝,膳食营养要从这五方面调整 2019-09-09
  • 强村带弱村结对共发展 2019-09-09
  • 聚焦两会:人大代表审议《政府工作报告》 2019-08-29
  • 歼20领衔 三款国产最先进战机训练让人眼花缭乱 2019-08-29
  • 叙利亚礼俗(礼仪漫谈) 2019-08-18
  • 故都之秋,惊艳了整个华东文章中国国家地理网 2019-08-18
  • SNH48年度总决选速报结果公布 李艺彤登顶 2019-08-13
  • “小波,中国的春天来了” 李银河《春天读诗》深情纪念王小波 2019-08-08
  • 【每日最陕西】NO.1449 西安幼升小反映问题是去年近3倍 上学难层出不穷 2019-07-21
  • 【心声】丁仲礼:全面理解中国共产党领导是中国特色社会主义最本质的特征 2019-07-21
  • 说【“腐败分子是天上掉下来的吗?”——这是四两千斤向第十阶层发问】纯属造谣。{千金}先生这是对【风水神】本人的发问,我的唯一个回帖是给{千金}:这个跟帖回得好。 2019-07-08
  • 把握和传承好“变则通”思想(大家手笔) 2019-07-03
  • 铜梁:原乡风情墙画扮靓山村 2019-06-19
  • 2018年俄罗斯世界杯 激情澎湃!俄罗斯世界杯开幕 2019-05-21
  • 三和裤业 www.cs93.net Turn Volatility to Your Advantage

    Welcome to your go-to place for information about the VIX complex, including VIX options and futures. Learn to measure, model and trade market moves with the world’s widest array of volatility products and resources.

    Volatility measures the frequency and magnitude of price movements, both up and down, that a financial instrument experiences over a certain period of time. The more dramatic the price swings in that instrument, the higher the level of volatility. Volatility can be measured using actual historical price changes (realized volatility) or it can be a measure of expected future volatility that is implied by option prices. The VIX Index is a measure of expected future volatility.

    Cboe Global Markets revolutionized investing with the creation of the Cboe Volatility Index® (VIX® Index), the first benchmark index to measure the market’s expectation of future volatility. The VIX Index is based on options of the S&P 500® Index, considered the leading indicator of the broad U.S. stock market. The VIX Index is recognized as the world’s premier gauge of U.S. equity market volatility.

    The VIX Index estimates expected volatility by aggregating the weighted prices of S&P 500 Index (SPXSM) puts and calls over a wide range of strike prices. Specifically, the prices used to calculate VIX Index values are midpoints of real-time SPX option bid/ask price quotations.

    The VIX Index is used as a barometer for market uncertainty, providing market participants and observers with a measure of constant, 30-day expected volatility of the broad U.S. stock market. The VIX Index is not directly tradable, but the VIX methodology provides a script for replicating volatility exposure with a portfolio of SPX options, a key innovation that led to the creation of tradable VIX futures and options.

    Save the date for the 36th annual Cboe Risk Management Conference
    March 2-4, 2020 in Bonita Springs, Florida
    Learn more

    VIX® Index Charts & Data

    • ^VIX
      15.58
      -12.77%
    • Prev.Close
      15.58
    • Open
      17.35
    • 52 Week
      High 36.2
      Low 11.03
    as of 10/11/2019 04:14 ET
    Intraday    1M   3M    6M    1Y    All    
     Critical Periods   

    Cboe is the home of volatility trading, and the Cboe Volatility Index® (VIX® Index) is the centerpiece of Cboe’s volatility franchise, which includes VIX futures and VIX options.

    VIX Index
    VIX Options
    VIX Futures
    • Overview
    • Delayed Quotes
    • Historical Data
    • VIX White Paper
    • VIX Methodology

    The VIX Index is a calculation designed to produce a measure of constant, 30-day expected volatility of the U.S. stock market, derived from real-time, mid-quote prices of S&P 500® Index (SPXSM) call and put options. On a global basis, it is one of the most recognized measures of volatility -- widely reported by financial media and closely followed by a variety of market participants as a daily market indicator.

    • Overview
    • Settlement Process
    • Options Quotes
    • Contract Specs
    • Historical Data
    • Imbalance Notice

    Following the successful launch of VIX futures, Cboe Options Exchange introduced VIX options in 2006, providing market participants with another tool to manage volatility. VIX options have monthly and weekly expirations and trade during U.S. regular trading hours and a limited global trading hours session (2:00 a.m. to 8:15 a.m. CT). VIX options enable market participants to hedge portfolio volatility risk distinct from market price risk and trade based on their view of the future direction or movement of volatility.

    Learn more

    Strike
    Expr
    Last
    Change
    14.500
    10/16/19
    1.6
    -1.8
    15.000
    10/16/19
    1.4
    -1.55
    16.000
    10/16/19
    0.85
    -1.3
    17.000
    10/16/19
    0.54
    -0.985

    Strike
    Expr
    Last
    Change
    14.500
    10/16/19
    0.2
    0.125
    15.000
    10/16/19
    0.35
    0.25
    16.000
    10/16/19
    0.95
    0.625
    17.000
    10/16/19
    1.5
    0.8
    • Overview
    • Settlement Process
    • Contract Specs
    • Historical Data
    • CFE Book View
    • CFE Daily Statistics
    • Imbalance Notice
    • Term Structure Data

    Introduced in 2004 on Cboe Futures Exchange (CFE), VIX futures provide market participants with the ability to trade a liquid volatility product based on the VIX Index methodology. VIX futures reflect the market's estimate of the value of the VIX Index on various expiration dates in the future. Monthly and weekly expirations are available and trade nearly 24 hours a day, five days a week. VIX futures provide market participants with a variety of opportunities to implement their view using volatility trading strategies, including risk management, alpha generation and portfolio diversification.

    Learn more
     
    Last Sale
    Net Change
    VXV19
    15.89
    0
    VX43V19
    16.55
    0
    VX44V19
    17.9
    0
    VX45X19
    16.75
    0
    VX46X19
    17.25
    0
    VIX® Futures & Options Strategies

    VIX futures and options have unique characteristics and behave differently than other financial-based commodity or equity products. Understanding these traits and their implications is important. VIX futures and options may provide market participants with flexibility to hedge a portfolio, employ strategies in an effort to generate returns from relative pricing differences, or express a bullish, bearish or neutral outlook for broad market implied volatility.

    More VIX Strategies

    Portfolio Hedging

    One of the biggest risks to an equity portfolio is a broad market decline. The VIX Index has had a historically strong inverse relationship with the S&P 500® Index. Consequently, a long exposure to volatility may offset an adverse impact of falling stock prices. Market participants should consider the time frame and characteristics associated with VIX futures and options to determine the utility of such a hedge.

    Learn more

    Long/Short Volatility

    VIX futures provide a pure play on the level of expected volatility. Expressing a long or short sentiment may involve buying or selling VIX futures. Alternatively, VIX options may provide similar means to position a portfolio for potential increases or decreases in anticipated volatility.

    Learn more

    Risk Premium Yield

    Over long periods, index options have tended to price in slightly more uncertainty than the market ultimately realizes. Specifically, the expected volatility implied by SPX option prices tends to trade at a premium relative to subsequent realized volatility in the S&P 500 Index. Market participants have used VIX futures and options to capitalize on this general difference between expected (implied) and realized (actual) volatility, and other types of volatility arbitrage strategies.

    Learn more

    Term Structure Trading

    One of the unique properties of volatility – and the VIX Index – is that its level is expected to trend toward a long-term average over time, a property commonly known as "mean-reversion." The mean reverting nature of volatility is a key driver of the shape of the VIX futures term structure and the way it can move in response to changes in perceived risk. CFE lists nine standard (monthly) VIX futures contracts, and six weekly expirations in VIX futures. As such, there is a wide variety of potential calendar spreading opportunities depending on expectations for implied volatility.

    Learn more

    The information above is provided for general education and information purposes only. No statement within these materials should be construed as a recommendation to buy or sell a security or future or to provide investment advice. Supporting documentation for any claims, comparisons, statistics or other technical data in these materials is available by contacting Cboe at www.cboe.com/Contact.

    VIX® Index Research Visit Research Library

    S&P Dow Jones Indices: A Practitioner's Guide to Reading VIX

    An easy-to-read guide for understanding the VIX complex. This document provides investors with simple guidelines that translate VIX Index levels into potentially more meaningful predictions or measures of market sentiment. Download Whitepaper

    BlackRock: VIX Your Portfolio

    A research paper outlining the opportunities created by using market uncertainty. This paper explains how the strategy of selling volatility has generated higher returns with smaller losses, compared with traditional equity portfolios. Download Whitepaper

    The inclusion of research not conducted or explicitly endorsed by Cboe should not be construed as an endorsement or indication of the value of any research.

    '; $('body').prepend(noscript);
  • 回复@老老保老张工:你跟你老婆害羞要不要也上报呢?也许正好会安排任务哟。 2019-09-29
  • 第524期:有了脂肪肝,膳食营养要从这五方面调整 2019-09-09
  • 强村带弱村结对共发展 2019-09-09
  • 聚焦两会:人大代表审议《政府工作报告》 2019-08-29
  • 歼20领衔 三款国产最先进战机训练让人眼花缭乱 2019-08-29
  • 叙利亚礼俗(礼仪漫谈) 2019-08-18
  • 故都之秋,惊艳了整个华东文章中国国家地理网 2019-08-18
  • SNH48年度总决选速报结果公布 李艺彤登顶 2019-08-13
  • “小波,中国的春天来了” 李银河《春天读诗》深情纪念王小波 2019-08-08
  • 【每日最陕西】NO.1449 西安幼升小反映问题是去年近3倍 上学难层出不穷 2019-07-21
  • 【心声】丁仲礼:全面理解中国共产党领导是中国特色社会主义最本质的特征 2019-07-21
  • 说【“腐败分子是天上掉下来的吗?”——这是四两千斤向第十阶层发问】纯属造谣。{千金}先生这是对【风水神】本人的发问,我的唯一个回帖是给{千金}:这个跟帖回得好。 2019-07-08
  • 把握和传承好“变则通”思想(大家手笔) 2019-07-03
  • 铜梁:原乡风情墙画扮靓山村 2019-06-19
  • 2018年俄罗斯世界杯 激情澎湃!俄罗斯世界杯开幕 2019-05-21
  • 年香港六合彩开奖结果记录 2014年双色球全年开奖结果表 江西快三100期走势图 黑龙江11选5在线开奖 河南跑马走势图 乐赚首页 福彩25选5开奖历史记录表 12066期七星彩 腾讯彩票中奖退款 云南时时彩多久开奖一次 2元彩票网注册送彩金 黑龙江时时彩投注 新曾道人内幕玄机图 盈彩娱乐靠谱吗 江苏十一选五开奖结果查询结果十