A few things to know about "The VIX" Februar There has been a lot of buzz in the press and in the blogosphere recently regarding volatile swings in the CBOE Volatility Index VIX and volatility-related financial products. Some sources say regulatory investigations have begun to determine whether these financial products have been manipulated, or if the VIX index itself was tampered with.
There is a lot of complexity in the volatility trading arena, and as you listen to such news and read these stories is it important to understand that "The VIX" can refer to many different things.
Here are a few basic and important things to know about the VIX. However, this is purely a hypothetical number derived by a formulaic calculation, rather than by trades in a "VIX" contract.
VIX (S&P 500 Volatility) Aktuell
As perceived volatility increases, the prices of these options generally increase, and so does the calculated VIX index. VIX futures are like forward contracts on "cash" VIX which itself measures volatility over the next 30 days.
Unter Volatilität versteht man die Schwankungsbreite von Kursbewegungen. Wir stellen Ihnen im folgenden Artikel diesen Volatilitätsindex vor und zeigen seine Bedeutung für das Trading. Jetzt gebührenfrei VIX traden! Dieser enthält, wie der Dax, nur 30 Unternehmen.
Daily futures settlement prices are based on the last bid and offer for the futures contract before the close, and this closing value is used for daily mark-to-market and position margining purposes. However, when a VIX futures contract expires, and financial settlement occurs, there is a different process for determining this terminal value for the futures contracts.
Others have made allegations that, for these reasons and more, the auction process used to calculate the final settlement price is vulnerable to manipulation. Cash VIX vs.
View real-time VIX index data and compare to other exchanges and stocks. Charts und zugehörige Werte. News und Analysen. At Yahoo Finance.
Simply put, one uses a midpoint of bids and asks and the other uses actual traded prices. There are products that track, products that short, and also products that add leverage. In a simple sense, they vix cboe volatility index chart simply "along for the ride" with the first-order VIX futures and derivatives they in-turn reference. Large and sudden moves in the price of VIX futures can force these products to unwind their positions, often exacerbating their losses as market liquidity can become compromised in rapidly-swinging markets.
It is vix cboe volatility index chart specific mechanics of these products and their relationship to the VIX or VIX derivatives that needs to be understood when examining how they performed over turbulent periods like last week.