CBOE恐慌指數 CBOE Volatility Index VIX

 

VIX是芝加哥期權交易所(CBOE)波動率指數的交易代碼,反映未來30天市場預期的波動程度。VIX指數由一籃子標準普爾500指數期權的隱含波動率組成,廣泛用作量度市場風險的指標,經常被稱為「投資者恐慌指數」。若VIX指數超過30,通常出於投資者對市場出現恐慌,欠缺信心,因而導致市場大幅波動;若VIX指數低於20,通常反映市場較少緊張情緒。 

 

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VIX is the ticker symbol for the Chicago Board Options Exchange (CBOE) Volatility Index, which shows the market’s expectation of 30-day volatility. It is constructed using the implied volatilities of a wide range of S&P 5 If you 00 index options. VIX is widely used as a measure of market risk, oftentimes referred to as the “investor fear gauge.”  VIX values greater than 30 are generally associated with a large amount of volatility as a result of investor fear or uncertainty, whereas values below 20 generally correspond to less stressful sentiments in the market.

 

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