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Strategies & Market Trends : The Stock Market Bubble -- Ignore unavailable to you. Want to Upgrade?


To: Moominoid who wrote (1019)8/5/1998 10:44:00 AM
From: Defrocked  Read Replies (1) | Respond to of 3339
 
VIX is an index of implied volatilities at
CBOE. Measures market estimate of risk through
std.dev. backed-out through Black-Scholes model.
A 3 weeks ago it was at 18%, now 31% suggesting
volatility and risk perception has roughly doubled
implied by increase in premiums paid for at-the-$ CBOE options.FWIW.