The volatility indices measure the implied volatility for a basket of put and call options related to a specific index or ETF.
The most popular is the CBOE Volatility Index ($VIX), which measures the implied volatility for a basket of out-of-the-money put and call options for the S&P 500.
Specifically, the VIX is designed to measure the expected 30-day volatility for the S&P 500.
The Chicago Board Options Exchange (CBOE) calculates volatility indices for a number of different ETFs and indices. These include the Gold SPDR, the USO Oil Fund, the Euro Currency Trust, the Dow Industrials, the S&P 500 and the Nasdaq 100.
This article will focus on using the VIX. Chartists can use the VIX and other volatility indices to measure sentiment and look for sentiment extremes that can foreshadow reversals.
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ดร. วิศิษฐ์ พูดถึง VIX
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