top button
Flag Notify
    Connect to us
      Site Registration

Site Registration

Who started the concept and computation of VIX first?

+1 vote
129 views
Who started the concept and computation of VIX first?
posted Jul 24, 2017 by Tanmay

Share this question
Facebook Share Button Twitter Share Button LinkedIn Share Button

1 Answer

0 votes

VIX was first introduced by the Chicago Board of Options Exchange (CBOE) as the volatility index for the US markets in 1993 and it was based on S&P 100 Index option prices. The methodology was revised in 2003 and the new volatility index was based on S&P 500 Index options. CBOE also introduced VIX futures in 2004 and options in 2006.

answer Jul 26, 2017 by Deepak Jangid
...