Convert VIX level to expected S&P 500 daily and monthly move. Calculate implied options market expected range for the S&P 500 from the current VIX reading.
Convert VIX level to expected S&P 500 daily and monthly move. Calculate implied options market expected range for the S&P 500 from the current VIX reading
Each component has a specific meaning:
Note: Interpret the vix to spx move result against the thresholds and context described above.
Enter the current VIX reading for the scenario you are assessing. Convert VIX level to expected S&P 500 daily and monthly move. Calculate implied options market expected range for the S&P 500 from the current VIX reading. Use the vix to spx move result to inform your calculation.