Volatility and Sectors Indices www.cboe.com/SectorsVolatility


16 Charts on Volatility and Sector Indices

Many investors are concerned about the potential for volatility and drawdown risk in their portfolios. The Cboe Options Dictionary notes that "Volatility is a measure of the fluctuation in the market price of the underlying security. Mathematically, volatility is the annualized standard deviation of returns." Historic volatility is a measure of the annualized standard deviation of past price movements of a security. Implied Volatility is a measure of the expected volatility of the underlying security, and it is determined by using option prices currently existing in the market at the time rather than using historical data on the price changes of the underlying security. All of the 16 charts below cover the concepts of historic volatility or implied volatility for stock indices.























Volatility Indexes and Expected Volatility

Cboe Options Exchange calculates and disseminates more than 25 volatility indexes that serve as gauges for expected volatility, including the VIX, VXXLE and VXAPL indexes. These indexes can be very useful to analysts who are trying to judge investor sentiment in the past or on a real-time basis. To learn more, please see the charts below and visit www.cboe.com/volatility.





Updated Price Charts

VXXLE:



Updated Price Charts

VIX:



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