Market risk, that is to say the variability of returns from one period to the next, or volatility, is one of the many risks faced by investors in equities, bonds and currencies. In the case of U.S. equities, the VIX by the Chicago Board Option exchange (CBOE) measures implied volatility, i.e. the level of volatility implied by the prices of S&P options. It is seen as a forward looking measure, in contrast to realized (or actual) volatility, which measures the variability of historical (or known) prices.

Please fill in this form to download the publications.

The data collected are subject to automated processing under the responsibility of AU GROUP for communication and recruitment management purposes.

Your personal data remains confidential and is intended for internal services and our possible service providers in charge of communication operations.

In accordance with the applicable regulations, we remind you that you have a right of access to the data concerning you or the right to request their deletion. You also have the right to object to the processing of your data, the right to rectify and the right to limit the processing of your data (see: www.cnil.fr or more information on your rights). To exercise these rights or if you have any questions about the processing of your data, you can contact us at the following address: info@au-group.com.

You also have the option of using the unsubscribe link in our emails to receive our recruitment news. Finally, you have the right to lodge a complaint with a supervisory authority. For more information on the management of your personal data, please consult our privacy policy available at the following address: https://www.au-group.fr/confidentialite/

Implied volatility isn’t as forward-looking as you think

Back to the full list

Please fill in this form to download the publications.