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by | Dec 22, 2013 | Publications. VIX is a measure of expected volatility calculated as 100 times the square root of the expected 30-day variance (var) of the S&P 500 rate of return. The variance is annualized and VIX expresses volatility in percentage points.
The VIX is a number derived from the prices of options premium in the S&P 500 index (which is an index comprising 500 large cap stocks).It is a good indicator of the expectation of market volatility, note I said expectation, it is not representative of the actual volatility or what will happen.he VIX is a number derived from the prices of options premium in the S&P 500 index (which is an index comprising 500 large cap stocks).