Symbol Last Change % High Low
S&P 500 VIX 21.580 +0.080 +0.37% 21.650 21.400
Close US Time : Fri Aug 12 2022 01:49

S&P 500 VIX Futures : Intraday Live Chart

S&P 500 VIX Futures : Technical Signal Buy & Sell

5 Min Signal 1 Hour Signal 1 Day Signal
Sell Neutral Sell

S&P 500 VIX Futures : Moving Averages

Period MA 20 MA 50 MA 100
5 Minutes 21.57 21.63 21.62
1 Hour 21.55 21.55 21.55
1 Day 23.75 24.89 25.32
1 Week 24.88 26.77 24.05

S&P 500 VIX Futures : Technical Resistance Level

Resistance 1 - R1 Resistance 2 - R2 Resistance 3 - r3
0.0000 0.0000 0.0000

S&P 500 VIX Futures : Technical Support Level

Support 1 - S1 Support 2 - S2 Support 3 - S3
0.0000 0.0000 0.0000

S&P 500 VIX Futures : Periodical High, Low & Average

Period High
Change from Last
Low
Change from Last
Average
Change from Last
1 Week 22.8300
-1.2500
21.4500
+0.1300
22.3440
-0.7640
1 Month 27.6300
-6.0500
21.4500
+0.1300
24.6530
-3.0730
3 Month 28.7100
-7.1300
21.4500
+0.1300
25.1730
-3.5930
6 Month 28.7100
-7.1300
21.4500
+0.1300
25.1730
-3.5930
1 Year 28.7100
-7.1300
21.4500
+0.1300
25.1730
-3.5930

S&P 500 VIX Futures : Historical Chart

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About S&P 500 VIX

VIX is a trademarked ticker symbol for the Chicago Board Options Exchange Market Volatility Index, a popular measure of the implied volatility of S&P 500 index options. Often referred to as the fear index or the fear gauge, it represents one measure of the market’s expectation of stock market volatility over the next 30 day period.

The idea of a volatility index, and financial instruments based on such an index, was first developed and described by Prof. Menachem Brenner and Prof. Dan Galai in 1986. Professors Brenner and Galai published their research in the academic article “New Financial Instruments for Hedging Changes in Volatility,” which appeared in the July/August 1989 issue of Financial Analysts Journal.

In a subsequent paper, Professors Brenner and Galai proposed a formula to compute the volatility index.

Professors Brenner and Galai wrote “Our volatility index, to be named Sigma Index, would be updated frequently and used as the underlying asset for futures and options… A volatility index would play the same role as the market index play for options and futures on the index.”

In 1992, the CBOE retained Vanderbilt University Professor Robert Whaley to develop a tradable stock market volatility index based on index option prices. At a January 1993 news conference, Prof. Whaley provided his recommendations, and subsequently, the CBOE has computed VIX on a real-time basis. Based on the history of index option prices, Prof. Whaley computed daily VIX levels in a data series commencing January 1986, available on the CBOE website. Prof. Whaley’s research for the CBOE appeared in the Journal of Derivatives.

The VIX is quoted in percentage points and translates, roughly, to the expected movement in the S&P 500 index over the upcoming 30-day period, which is then annualized. “VIX” is a registered trademark of the CBOE.

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S&P 500 VIX

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