Cboe Volatility Index Index Price History
| VIX Index | 14.69 0.88 6.37% |
Below is the normalized historical share price chart for CBOE Volatility Index extending back to January 02, 1990. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of CBOE Volatility stands at 14.69, as last reported on the 17th of December 2024, with the highest price reaching 14.69 and the lowest price hitting 13.99 during the day.
If you're considering investing in CBOE Index, it is important to understand the factors that can impact its price. CBOE Volatility Index secures Sharpe Ratio (or Efficiency) of -0.0226, which signifies that the index had a -0.0226% return per unit of risk over the last 3 months. CBOE Volatility Index exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. CBOE Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = -0.0226
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | VIX |
Estimated Market Risk
| 6.31 actual daily | 56 56% of assets are less volatile |
Expected Return
| -0.14 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CBOE Volatility is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of CBOE Volatility by adding CBOE Volatility to a well-diversified portfolio.
CBOE Volatility Index Price History Chart
There are several ways to analyze CBOE Volatility price data. The simplest method is using a basic CBOE candlestick price chart, which shows CBOE Volatility price history and the buying and selling dynamics of a specified period. Many traders also use subjective judgment to their trading calls, avoiding the need to trade based on technical analysis.
| Highest Price | October 31, 2024 | 23.16 |
| Lowest Price | December 6, 2024 | 12.77 |
CBOE Volatility December 17, 2024 Index Price Synopsis
Various analyses of CBOE Volatility's daily price changes, such as its Balance Of Power or Price Action, are crucial when deciding whether to buy, hold, or sell CBOE Index. It can be used to describe the percentage change in the price of CBOE Volatility from one trading day to the next and could be a valuable metric for traders and investors to gauge the volatility and momentum of CBOE Index.| CBOE Volatility Price Rate Of Daily Change | 1.06 | |
| CBOE Volatility Price Action Indicator | 0.79 | |
| CBOE Volatility Price Daily Balance Of Power | 1.26 |
CBOE Volatility December 17, 2024 Index Price Analysis
CBOE Index Price History Data
| Open | High | Low | Close | Volume | ||
12/17/2024 | 14.37 | 14.69 | 13.99 | 14.69 | ||
| 12/16/2024 | 14.37 | 14.69 | 13.99 | 14.69 | 1.00 | |
| 12/13/2024 | 13.57 | 14.25 | 13.24 | 13.81 | 1.00 | |
| 12/12/2024 | 13.73 | 13.95 | 13.39 | 13.92 | 1.00 | |
| 12/11/2024 | 14.42 | 14.43 | 13.52 | 13.58 | 1.00 | |
| 12/10/2024 | 14.30 | 14.54 | 13.86 | 14.18 | 1.00 | |
| 12/09/2024 | 13.36 | 14.23 | 13.35 | 14.19 | 1.00 | |
| 12/06/2024 | 13.62 | 13.74 | 12.70 | 12.77 | 1.00 | |
| 12/05/2024 | 13.46 | 13.70 | 13.26 | 13.54 | 1.00 | |
| 12/04/2024 | 13.16 | 13.61 | 12.89 | 13.45 | 1.00 | |
| 12/03/2024 | 13.38 | 13.77 | 13.19 | 13.30 | 1.00 | |
| 12/02/2024 | 14.08 | 14.10 | 13.30 | 13.34 | 1.00 | |
| 11/29/2024 | 14.00 | 14.15 | 13.49 | 13.51 | 1.00 | |
| 11/28/2024 | 14.07 | 14.07 | 13.87 | 13.90 | 1.00 | |
| 11/27/2024 | 14.28 | 15.13 | 13.96 | 14.10 | 1.00 | |
| 11/26/2024 | 14.95 | 15.03 | 13.88 | 14.10 | 1.00 | |
| 11/25/2024 | 15.23 | 15.72 | 14.54 | 14.60 | 1.00 | |
| 11/22/2024 | 16.67 | 17.56 | 15.24 | 15.24 | 1.00 | |
| 11/21/2024 | 17.10 | 17.99 | 15.73 | 16.87 | 1.00 | |
| 11/20/2024 | 16.19 | 18.79 | 16.04 | 17.16 | 1.00 | |
| 11/19/2024 | 15.44 | 17.93 | 15.37 | 16.35 | 1.00 | |
| 11/18/2024 | 16.60 | 17.00 | 15.35 | 15.58 | 1.00 | |
| 11/15/2024 | 15.02 | 17.55 | 14.56 | 16.14 | 1.00 | |
| 11/14/2024 | 14.17 | 14.32 | 13.59 | 14.31 | 1.00 | |
| 11/13/2024 | 15.09 | 15.26 | 13.77 | 14.02 | 1.00 | |
| 11/12/2024 | 15.09 | 15.37 | 14.69 | 14.71 | 1.00 | |
| 11/11/2024 | 15.33 | 15.56 | 14.89 | 14.97 | 1.00 | |
| 11/08/2024 | 15.13 | 15.33 | 14.66 | 14.94 | 1.00 | |
| 11/07/2024 | 15.86 | 15.86 | 15.13 | 15.20 | 1.00 | |
| 11/06/2024 | 16.06 | 16.82 | 15.44 | 16.27 | 1.00 | |
| 11/05/2024 | 21.98 | 22.06 | 20.20 | 20.49 | 1.00 | |
| 11/04/2024 | 22.50 | 23.07 | 21.73 | 21.98 | 1.00 | |
| 11/01/2024 | 22.96 | 23.09 | 21.16 | 21.88 | 1.00 | |
| 10/31/2024 | 21.44 | 23.42 | 21.12 | 23.16 | 1.00 | |
| 10/30/2024 | 19.33 | 20.44 | 19.30 | 20.35 | 1.00 | |
| 10/29/2024 | 19.75 | 20.53 | 19.06 | 19.34 | 1.00 | |
| 10/28/2024 | 19.11 | 19.88 | 18.91 | 19.80 | 1.00 | |
| 10/25/2024 | 19.22 | 20.51 | 18.23 | 20.33 | 1.00 | |
| 10/24/2024 | 18.87 | 20.24 | 18.63 | 19.08 | 1.00 | |
| 10/23/2024 | 18.21 | 20.47 | 18.18 | 19.24 | 1.00 | |
| 10/22/2024 | 18.79 | 19.44 | 18.05 | 18.20 | 1.00 | |
| 10/21/2024 | 18.78 | 19.34 | 18.36 | 18.37 | 1.00 | |
| 10/18/2024 | 19.30 | 19.32 | 17.99 | 18.03 | 1.00 | |
| 10/17/2024 | 19.55 | 19.65 | 18.88 | 19.11 | 1.00 | |
| 10/16/2024 | 20.77 | 21.01 | 19.45 | 19.58 | 1.00 | |
| 10/15/2024 | 19.61 | 20.89 | 19.44 | 20.64 | 1.00 | |
| 10/14/2024 | 20.86 | 20.86 | 19.69 | 19.70 | 1.00 | |
| 10/11/2024 | 20.87 | 21.16 | 20.14 | 20.46 | 1.00 | |
| 10/10/2024 | 20.91 | 21.39 | 20.64 | 20.93 | 1.00 | |
| 10/09/2024 | 21.98 | 22.01 | 20.71 | 20.86 | 1.00 | |
| 10/08/2024 | 22.92 | 23.14 | 21.14 | 21.42 | 1.00 | |
| 10/07/2024 | 20.76 | 23.03 | 20.65 | 22.64 | 1.00 | |
| 10/04/2024 | 20.48 | 20.48 | 18.48 | 19.21 | 1.00 | |
| 10/03/2024 | 19.63 | 20.75 | 19.16 | 20.49 | 1.00 | |
| 10/02/2024 | 19.65 | 20.36 | 18.58 | 18.90 | 1.00 | |
| 10/01/2024 | 16.96 | 20.73 | 16.61 | 19.26 | 1.00 | |
| 09/30/2024 | 17.01 | 17.79 | 16.47 | 16.73 | 1.00 | |
| 09/27/2024 | 15.64 | 16.97 | 15.20 | 16.96 | 1.00 | |
| 09/26/2024 | 15.06 | 15.83 | 14.90 | 15.37 | 1.00 | |
| 09/25/2024 | 15.82 | 15.82 | 15.17 | 15.41 | 1.00 | |
| 09/24/2024 | 15.87 | 16.67 | 15.27 | 15.39 | 1.00 |
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CBOE Volatility Technical Drivers
CBOE Volatility December 17, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for CBOE Volatility's price direction in advance. Along with the technical and fundamental analysis of CBOE Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of CBOE to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0038 | |||
| Mean Deviation | 4.39 | |||
| Coefficient Of Variation | (14,421) | |||
| Standard Deviation | 6.23 | |||
| Variance | 38.85 | |||
| Information Ratio | (0.02) | |||
| Total Risk Alpha | (0.70) | |||
| Maximum Drawdown | 38.45 | |||
| Value At Risk | (6.78) | |||
| Potential Upside | 12.79 | |||
| Skewness | 0.3677 | |||
| Kurtosis | 2.1 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |