标题: VIX and VXN [打印本页] 作者: 闲云野鹤 时间: 2022-1-4 15:53 标题: VIX and VXN
What Are VIX and VXN?
The VIX is the 30-day annualized implied volatility of the S&P 500 Index Options.
The VXN is the 30-day annualized implied volatility of the Nasdaq 100 Index Options.
When markets crash or move downward quickly, put options often become quite popular.
Traders bid up the price of these put options, which manifest as an increase in the implied volatility level.
Thus an increase in the VIX and VXN index.