Volatility Index (VIX)

[columbus]

The volatility in markets have increased a lot this month.The volatility index for last month was on average 28.4 increased to more than 30 now.

 

[manafa]

A better indicator of volatility is the confusion rampant in analyst recommendations throughout moneycontrol, CNBC etc. Even in US no one seems to be sure if we are in recession or this is just a cyclic downturn. Endless discussions of recession versus inflation. In the meantime more and more bad news keeps coming from sub prime, business foldings, inflation, global warming/weather related impact on economy and on and on.

In real terms the VIX has to be far greater than 50%, just look at the volumes. No one seems to have any conviction and that is a good indicator of volatility.

Happy Trading

 

[sudoku1]

rising VIX...... more puts being bought by invstrs & traders...bearish xpectations

 

[hiteshsjoshi]

Can anyone please explain - what is volatility index, how it is calculated and what is its unit?
When we say VIX is 30, what does it mean?

 

[columbus]

Can anyone please explain - what is volatility index, how it is calculated and what is its unit?
When we say VIX is 30, what does it mean?

you will get answers to all your question from NSE's website.(www.nseindia.com).BTW, today (27.6.08)the VIX was over 62% at 10.03am.

 

[columbus]

Volatility Index has increased to 30.5 for one last month vs previous month's 28.2.

 

[columbus]

Volatility was more than 40 during the period JAN22 to FEB13.

 

[columbus]

Volatility in markets is on RISE.It stands at 32 on average for last one month ,which was 29 & 26 during previous months on average.

 

[sudoku1]

Volatility in markets is on RISE.It stands at 32 on average for last one month ,which was 29 & 26 during previous months on average.

Even in U S mkts.....its on a rise

 

[columbus]

Highest ever CLOSING for volatility index after it's introduction, at 50, indicating the nervousness of traders/investors.