The VIX and How It Is Calculated
An introduction to the VIX, commonly known as the fear gauge. Learn how the index measures 30-day implied volatility on S&P 500 options and what a given VIX reading means for expected daily market movement.
Register to view the complete Volatility 101: Learning to Read Market Uncertainty webinar: https://bit.ly/4sNjd8EP.
0:00 Introduction: What Is the VIX?
1:08 VIX Spikes During Market Uncertainty
2:30 Can't Trade VIX Directly
2:51 How Is the VIX Calculated?
3:19 Expected Variance Calculation
3:43 VIX Trading at 20-21 Example
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