Strategesis

From Safehaven.com:

The VIX is calculated by averaging S&P 100 Stock Index at-the-money put and call implied volatilities. The availability of the index enables investors to make more informed investment decisions. Going over the VIX history along with the S&P 100 OEX index it is quite evident that all of the spikes in volatility accompanied market downturns and significant events that affected the market.

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Continued

This entry was posted on 2011-05-15 at 20:20 and is filed under education, technical indicator. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.