The Chicago Board Options Exchange, or CBOE, created the VIX® to measure expected volatility for the US stock market. It is calculated on a real-time basis based on the prices of put and call options for the S&P 500® index over a rolling 30-day period. The VIX® is the global standard for measuring volatility. It is also called the Fear Index because it spikes when markets are turbulent.
Volatility
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