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CBOE Volatility Index (VIX), often referred to as the “fear gauge,” is a real-time market index created by the Chicago Board Options Exchange (CBOE) that measures the market’s expectations of near-term volatility. Introduced in 1993, the VIX is derived from the implied volatility of S&P 500 index options, providing investors with a forward-looking measure of expected market turbulence over the next 30 days. Rather than tracking stock prices directly, the VIX reflects sentiment — rising when investors anticipate market uncertainty or sharp price swings, and falling when confidence and stability prevail. The index serves as a key benchmark for volatility, widely used by traders, portfolio managers, and institutions for risk assessment, hedging, and speculation through VIX futures, options, and exchange-traded products.
CBOE Volatility Index (VIX), often referred to as the “fear gauge,” is a real-time market index created by the Chicago Board Options Exchange (CBOE) that measures the market’s expectations of near-term volatility. Introduced in 1993, the VIX is derived from the implied volatility of S&P 500 index options, providing investors with a forward-looking measure of expected market turbulence over the next 30 days. Rather than tracking stock prices directly, the VIX reflects sentiment — rising when investors anticipate market uncertainty or sharp price swings, and falling when confidence and stability prevail. The index serves as a key benchmark for volatility, widely used by traders, portfolio managers, and institutions for risk assessment, hedging, and speculation through VIX futures, options, and exchange-traded products.
