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• The Volatility Index by David C. Stendahl

  ARTICLE SYNOPSIS ...The Volatility Index by David C. Stendahl David Stendahl explains the volatility index (VIX), which measures volatility based on the implied values of eight Standard & Poor's 100 (OEX) options from which the weighted volatility index is derived when combined. The volatility index (VIX) is a measurement of the market's volatility. It specifically measures volatility based on the implied values of eight Standard & Poor's 100 (OEX) options that when combined calculate the weighted volatility index. The Chicago Board of Options Exchange (CBOE) has been using this index for five years and has on...

AUTHOR: David C. StendahlDATE: MAY 1994