At CBOE’s inaugural Risk Management Conference – Europe on September 5- 7 in Ireland, several expert speakers from around the world will discuss volatility topics at sessions with titles such as: (1)Trading Implied Volatility, (2) Analyzing and Forecasting Volatility, and (3) Volatility-Based Solutions for Insurance Companies.
For the autumn of 2008, here is a list the highest end-of-week 30-day historic volatilities for some key stock indexes (unofficial estimates from Bloomberg) –
- 112.0 on 24-Oct-2008 for MSCI Ireland
- 80.6 on 14-Nov-2008 for MSCI United States
- 110.2 on 14-Nov-2008 for MSCI China Free
CBOE now calculates more than 20 implied volatility indexes www.cboe.com/volatility
Daily closing highs for implied volatility indexes in 2008 include 100.42 for the CBOE Crude Oil Volatility Index (OVX), and 80.86 for the CBOE Volatility Index® (VIX®).
Here is a one-year chart for the CBOE China ETF Volatility Index (“VXFXI”) that is updated at micrositewww.cboe.com/VXFXI
LINKS TO ADDITIONAL INFORMATION
- Volatility indexes www.cboe.com/volatility
- CBOE Volatility Index® (VIX®) (with put-call ratios, CFE, charts, bibliography, etc.) www.cboe.com/VIX
- Papers on Income Enhancement and Tail Risk Management www.cboe.com/benchmarks
- CBOE Risk Management Conference in Ireland – Sept. 5 – 7 2012 www.cboermc.com/Europe