Optionalysis: An Introduction to Option Pricing and the VIX

Comments Off Written on February 8th, 2014 by
Categories: Options, Premium

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Here’s an introduction to the VIX, the Volatility Index. The VIX is a volatility index that determines what option prices imply that our volatility is. This is an “expectation” of volatility in the market.


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The man behind Capital Mind. Deepak is a co-founder at MarketVision, a financial knowledge company. Deepak also provides data research and consulting services, and now lives in Bangalore. Connect with him at deepakshenoy@capitalmind.in.