Volatility Index
Synonyms: VIX, Fear Index, CBOE Volatility Index
The Chicago Board Options Exchange (CBOE) Volatility Index or “VIX” is a measure of expected price fluctuations in the S&P 500 Index options over the next 30 days.
The VIX often termed as the “Fear Index,” and is calculated in real-time by the Chicago Board Options Exchange (CBOE). The key words in that description are expected and the next 30 days.
VIX – Volatility Index Historical Chart