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Introducing VIX1D: Wall Street's New One-Day Fear Gauge

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Source: Financial Times
Introducing VIX1D: Wall Street's New One-Day Fear Gauge
Photo: Financial Times
TL;DR

Exchange group Cboe is set to launch a new version of the Vix, the volatility index known as "Wall Street's fear gauge," that will track expectations of short-term market swings. The 1-day Volatility Index, or Vix1d, will measure expected volatility in the S&P 500 over the next day of trading, rather than over the next month like the Vix. The move is a response to a recent transformation in derivatives markets that had sparked concerns about the effectiveness and relevance of the original Vix.

Topics:businessfinance#cboe#finance#sandp-500#short-term-trading#vix#wall-street
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  1. New Wall Street 'fear gauge' to track short-term market swings  Financial Times
  2. Cboe Launches One-Day Version of VIX  Bloomberg Television
  3. Meet Wall Street's new 'fear gauge'  MarketWatch
  4. Cboe Global Markets Launches 1-Day Volatility Index, Designed to Measure Volatility Over Current Trading  Benzinga
  5. Wall Street's Fear Gauge Gets a One-Day Version Called VIX1D  The Wall Street Journal

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