简介：

芝加哥期权交易所波动率指数（The CBOE VIX）作为重要的波动率指标，可用于衡量标普500指数期权短期价格波动所形成的市场预期。波动率指数最早由杜克大学Robert E. Whaley教授提出（""Derivatives on Market Volatility: Hedging Tools Long Overdue,"" Journal of Derivatives 1 (Fall 1993), pp. 71-84）。从那以后，它就被许多人看作是衡量投资者情绪和市场波动的首要指标。

新的波动率指数主要用于衡量30日内波动的市场预期。它的形成基于标普500指数期权价格，以及利用更广泛执行价格而非平值价格所得到的波动率整合信息。

新的VIX指数是依照行业最新的观点和研究，对未来30天的市场波动的预期。它的计算基于标普500指数期权价格，通过利用更广泛的执行价格，而非平价期权价格合并了波动率偏离的信息。

信息类型：金融市场数据
涵盖国家和地区：全球
时间跨度：1986 -
语言：英文
更新周期：实时
访问方式：沃顿平台

Summary:

The CBOE (Chicago Board Options Exchange) Volatility Index® (VIX®) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. The Vix Index was introduced in 1993 by Professor Robert E. Whaley of Duke University in his paper "Derivatives on Market Volatility: Hedging Tools Long Overdue," Journal of Derivatives 1 (Fall 1993), pp. 71-84. Since then, VIX has been considered by many to be the world's premier barometer of investor sentiment and market volatility.
The New VIX still measures the market's expectation of 30-day volatility, but in a way that conforms to the latest thinking and research among industry practitioners. The New VIX is based on S&P 500 index option prices and incorporates information from the volatility "skew" by using a wider range of strike prices rather than just at-the-money series.

Type of information: Financial Market Data
Geographical Coverage: Global
Data range: 1986 -
Language: English
Frequency: Up-to-the-minute
Access: WRDS Platform

访问方式：

沃顿平台->左侧导航栏“CBOE Indexes”