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VIX

VIX refers to the Chicago Board Options Exchange (COBE) Volatility Index. It is calculated from a weighted blend of prices for a range of options on the S&P 500 index. Although it is originally a measure of the implied volatility of S&P 500 index options, it has been widely accepted by forex traders as a key indicator of investor sentiment and market volatility as well. A high reading of VIX means greater degree of trading volatility or risk over the next 30 day period, while a low value of VIX corresponds to greater market stability.