New York  London  GMT  Tokyo  Singapore 
Mark Perry

CBOE Volatility Index Hits Record High In October

By Mark Perry on October 16, 2008 | More Posts By Mark Perry | Author's Website

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. (Source)

The chart above was created using VIX data back to January 1990 using monthly values (available here from Yahoo Finance, except that for October 2008 the highest daily VIX value was used) showing that the VIX reached an all-time record high of 69.95 on October 10 (it fell back to around 55 on Monday and Tuesday of this week).

Thanks to Seyed Mehdian.

If you like this article please...
Subscribe by RSS Subscribe by Email Email This Post To A Friend Email This Post To A Friend

Leave A Comment :

Name (required)
E-mail (required - never shown publicly)
URI
Subscribe to comments via email
Your Comment (smaller size | larger size)
You may use <a href="" title=""> <abbr title=""> <acronym title=""> <b> <blockquote cite=""> <cite> <code> <del datetime=""> <em> <i> <q cite=""> <strike> <strong> in your comment.
Opinions From Our Contributors
Commodities Financials Exchange Traded Funds
Stocks Forex Economy



HEADLINES
UPCOMING EVENTS
In 6 hrs: USD ABC Consumer Confidence (NOV 22)
In 6 hrs: AUD Reserve Bank of Australia Deputy Governor Speaks in Melbourne
In 8 hrs: JPY Merchandise Trade Balance Total (Yen) (OCT)
In 8 hrs: JPY Adjusted Merchandise Trade Balance (Yen) (OCT)
In 8 hrs: JPY Merchandise Trade Exports (YoY) (OCT)
Enter Your Email Address
Theme By: WordPress Theme Shop