Tag Archives: implied volatility
A Dynamic Approach to Volatility Management
How can indices seek to maintain a pre-defined level of implied volatility? Look inside the S&P 500 Futures Defined Volatility Indices, a dynamic, rules-based approach to volatility management helping market participants align investments with risk appetites systematically.
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VIX® Dropped Below S&P 500® Realized Volatility
While everyone has been concerned about the inverted yield curve, the CBOE Volatility Index® (VIX) has been under the 21-trading-day realized volatility of the S&P 500 since Aug. 16, 2019. Since volatility traders care not only about what is expected but also what actually transpired, the spread between implied volatility and realized volatility is one…
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Turn VIX into information you can use
Most people think of VIX as simply an index. This makes sense — the “I” in VIX stands for that very word. But VIX is more useful than your average index. It could easily be grouped with economic indicators, like the unemployment percentage or new home sales. Why? Because the VIX level — not just…
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