Volatility Indexes

Delayed Quotes - U.S. Market close in 24 minutes. Volatility Index Time (ET) Last Change Open Low High Index Index Last Index Change VXD 2/9/2012 13:41 Sign Up to have access! DJI VIX 2/9/2012 13:51 Sign Up to have access! SPX VXN 2/9/2012 13:53 Sign Up to have access! NDX VXO 2/9/2012 13:53 Sign Up to have access! OEX Copyright © 1997-2012 MarketVolume.com: You may not copy, distribute, transmit, display, perform, reproduce, publish, license, sublicense, create derivative works from, transfer or sell any of the Information. More...

Using Volatility Indexes

The volatility indexes are a weighted measure of the implied volatility of at-the-money put and call options. Very often volatility index is associated with investors' panic. Investors believe that a high value of volatility indexes translates into a greater degree of market uncertainty, while a low value of VIX is consistent with greater stability. For instance the VIX values greater than 30 are associated with a large amount of volatility as a result of investor fear. On the other hand values below 20 correspond to less stressful times in the markets.