View Full Version : Volatility Index?


mariogent11
09-09-2003, 10:31 AM
I'd be appreciate if anyone could give me a hand with finding Volatility Index for futures/indexies - especially Dow Jones.Regards, Mariusz

nooyawka888
09-21-2003, 02:59 PM
go to www.finance.yahoo.com, and enter the tickers below:^vix (for the volatility of the S&P 100 Index)^qqv (for the volatility of the Nasdaq 100 Index)Alternatively you can easily calculate the historical volatility of any stock or index by downloading the historical prices.

Alex6346
10-03-2003, 07:28 PM
VIX and other volatility indices are based on options' implied volatility. Calculating volatility based on historical prices gives you a historical volatility, which is not the same as implied.

OhBoy9980
10-15-2003, 11:57 PM
All these volatility indexs are owned and calculated by the CBOE so go to CBOE.com. The volatility index most often quoted is the VIX which measures the implied volatility for 30 day S&P 500 options (not S&P 100 options as one answer states). The VXD is the volatility index for the Dow.