CBOE Volatility Index

VIX恐慌指数

Sentiment & DerivativesP0 CoreSentiment IndexApplies to: US stocks

Definition

Expected 30-day annualized volatility implied by SPX options.

Formula

Variance-weighted interpolation of near-term + next-term SPX options to 30 days, then annualized

How to read it

<15 complacency, >30 fear, >40 extreme (often marks bottoms); usually negatively correlated with equity indices.

Outputvalue/series
Data source: CBOE. Public knowledge, not investment advice.

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Reference metadata — public, well-known indicator definitions. Not investment advice.