volatilisationindeksi

Volatilisationindeksi, often shortened to Volatility Index, is a measure of the implied volatility of options on a particular stock or index. It quantifies the market's expectation of future price fluctuations. A higher Volatilisationindeksi suggests that the market anticipates larger price swings, while a lower index indicates expectations of more stable prices.

The Volatilisationindeksi is typically derived from the prices of exchange-traded options. Specifically, it calculates the weighted average of the implied volatilities of a range of options contracts with different strike prices and expiration dates. This calculation aims to provide a single, representative figure for expected volatility over a specific period, often 30 days.

Market participants use the Volatilisationindeksi as a gauge of market sentiment and risk. A rising Volatilisationindeksi can signal increasing uncertainty or fear in the market, often correlating with a declining stock market. Conversely, a falling Volatilisationindeksi might suggest complacency or a decrease in perceived risk, potentially coinciding with rising stock prices. It is important to note that the Volatilisationindeksi is a forward-looking indicator based on option prices, not a measure of past volatility. Its value can change rapidly as market conditions and investor sentiment shift.