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DownloadFour Measures Of Market Volatility by Frederic Ruffy
ARTICLE SYNOPSIS ...Four Measures Of Market Volatility by Frederic Ruffy How do you read the CBOE's new measures of volatility? Find out here. The CBOE volatility index (VIX) was last modified in September 2003. The Chicago Board Options Exchange (CBOE) reconstructed the index ahead of a planned launch of options and futures on the index. While the debut of these new options and futures products is expected in late March 2004 (as of this writing in early March) pending regulatory approval, the old VIX started appearing under the symbol VXO, and the new formula began, continuing the ticker symbol VIX. Today, bo...
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