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Illya Gerasymchuk
Financial & Software Engineer

$VIX is a measure of expected volatility

User
Illya Gerasymchuk

2025-04-05 19:32

$VIX is a measure of expected volatility

It's computed from option prices. The price of the option is the insurance/premium that the option seller/short charges

So higher option price = protection against more volatility

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