Sunday, November 22nd, 2009

Posts Tagged ‘ Vix Options ’

What’s Wrong With The VIX? Volatility Index Behaving Oddly

Jun 16th, 2008 | By Rick Pendergraft | Category: Stock Market Investing

The CBOE Volatility Index is designed to be a measure of volatility in the overall market. Without getting too technical, it is based on the volatility of S&P 500 options. The options are rotated in and out, as one month’s options expire and then a new month is added on.