Fear gauge
Technical analysisA common nickname for a volatility index.
In plain terms
Misleading, because it implies direction. It measures how much movement is priced, and rises just as readily on a violent rally.
Every term is defined twice: once the way a filing would put it, and once the way somebody would explain it to you across a table. The second one is usually the one that sticks.
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A common nickname for a volatility index.
Misleading, because it implies direction. It measures how much movement is priced, and rises just as readily on a violent rally.
An index of expected 30-day NIFTY volatility, derived from options prices.
The fear gauge. Normally in the low teens; it tripled during the March 2020 crash.