• About

worldvolatility

Tag Archives: vix

VIX

20 Monday Oct 2014

Posted by Daniel in VIX

≈ Leave a comment

Tags

Financial volatility, vix

vix

Probably the most well known gauge of implied volatility at least in the US markets.

What drives it? Why the peculiar shape? A lot of the time is spent low (10-15) a small part of the time very high (>30).

Advertisement

Subscribe

  • Entries (RSS)
  • Comments (RSS)

Archives

  • February 2022
  • December 2020
  • March 2020
  • October 2019
  • January 2019
  • August 2018
  • June 2018
  • February 2018
  • January 2018
  • December 2017
  • October 2017
  • May 2017
  • February 2017
  • August 2016
  • March 2016
  • November 2015
  • October 2015
  • August 2015
  • January 2015
  • October 2014

Categories

  • orientation
  • relative volatility
  • Uncategorized
  • VIX
  • Worldvolatility

Meta

  • Register
  • Log in

Blog at WordPress.com.

Privacy & Cookies: This site uses cookies. By continuing to use this website, you agree to their use.
To find out more, including how to control cookies, see here: Cookie Policy
  • Follow Following
    • worldvolatility
    • Already have a WordPress.com account? Log in now.
    • worldvolatility
    • Customize
    • Follow Following
    • Sign up
    • Log in
    • Report this content
    • View site in Reader
    • Manage subscriptions
    • Collapse this bar
 

Loading Comments...