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CBOE volatility index on OEX (sp100) Index
US
Yearly Data |
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(1)
Open for Year
(2)
High for Year
(3)
Low for Year
(4)
Close for Year
(5)
%Chg for Year
(6)
Volume (thous of shares) - Average over days in Year
(7)
StDev of dly rtns for Year
(8)
Corr_dly[ oex voltly w SP500 ] for Year
(9)
Corr_dly[ oex voltly w Nikkei ] for Year
(10)
Corr_dly[ oex voltly w FTSE ] for Year
(11)
Daily AutoCorr for Year
(12)
Corr_dly[ oex voltly w SP500(d-1) ] for Year
(13)
Corr_dly[ oex voltly w NIKKEI(d-1) ] for Year
(14)
Corr_dly[ oex voltly w FTSE(d-1) ] for Year
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EconStats does not guarantee the accuracy of this data.
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|_CBOE_volatility_index_on_OEX_(sp100)_yearly_____________________________________________________________________________________________________________________________________________________________________|
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) | (11) | (12) | (13) | (14) |
| | | | | | Volume | | Corr_dly[ | Corr_dly[ | Corr_dly[ | | Corr_dly[ | Corr_dly[ | Corr_dly[ |
| | | | | |(thous) - | StDev of dly | oex voltly w | oex voltly w | oex voltly w | Daily | oex voltly w | oex voltly w | oex voltly w |
| Open for | High for | Low for | Close for | %Chg for | Avg over | rtns for | SP500 ] for | Nikkei ] for | FTSE ] for | AutoCorr for | SP500(d-1) ] | NIKKEI(d-1) | FTSE(d-1) ] |
| Year | Year | Year | Year | Year | days in Year | Year | Year | Year | Year | Year | for Year | ] for Year | for Year |
Year |____2008-1986_|____2008-1986_|____2008-1986_|____2008-1986_|____2008-1986_|____2008-1986_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
228.46% <-YTD chg (Nov 21, 2008)
Last obs: 2008-11-21 2008-11-21 2008-11-21 2008-11-21 2008-11-21 2008-11-21
2008 end 23.830 ___ 103.410 ___ 9.4400 ___ 76.170 ___ 228.461 ___ 9.182 227 -0.784 227 -0.174 199 -0.504 215 -0.215 227 0.146 227 0.155 211 0.067 219
2007 end 11.630 ___ 37.690 ___ 8.9900 ___ 23.190 ___ 106.133 ___ 9.904 251 -0.852 251 -0.048 237 -0.411 247 -0.219 250 0.195 250 0.157 248 0.138 249
2006 end 11.740 ___ 22.450 ___ 9.0000 ___ 11.250 ___ -4.418 ___ 6.907 251 -0.845 251 -0.049 241 -0.536 247 -0.106 251 0.096 251 0.076 248 0.191 249
2005 end 13.540 ___ 17.660 ___ 9.1200 ___ 11.770 ___ -13.137 ___ 37.376 86 5.783 252 -0.841 252 -0.043 237 -0.293 247 -0.130 252 0.148 252 0.047 249 0.061 250
2004 end 18.130 ___ 22.660 ___ 11.210 ___ 13.550 ___ -22.748 ___ 5.635 252 -0.780 252 -0.092 237 -0.320 247 -0.046 252 0.056 252 -0.009 248 0.069 250
2003 end 32.470 ___ 41.160 ___ 14.540 ___ 17.540 ___ -45.239 ___ 4.133 252 -0.714 252 -0.035 237 -0.360 248 -0.100 252 0.146 252 -0.039 249 0.102 250
2002 end 24.700 ___ 56.740 ___ 18.870 ___ 32.030 ___ 37.941 ___ 5.882 250 -0.821 250 -0.145 236 -0.452 244 -0.044 250 -0.001 250 0.072 246 0.010 247
2001 end 31.610 ___ 57.310 ___ 20.260 ___ 23.220 ___ -23.189 ___ 5.795 248 -0.851 248 -0.210 233 -0.372 244 -0.052 247 0.007 247 0.096 245 -0.097 246
2000 end 24.880 ___ 41.530 ___ 18.060 ___ 30.230 ___ 13.179 ___ 6.199 252 -0.824 252 0.042 241 -0.359 247 -0.116 252 0.057 252 0.043 249 0.076 249
1999 end 24.670 ___ 36.790 ___ 17.700 ___ 26.710 ___ 5.116 ___ 6.337 252 -0.809 252 0.021 237 -0.308 246 -0.142 252 0.089 252 0.084 249 0.016 249
1998 end 25.800 ___ 60.630 ___ 16.090 ___ 25.410 ___ 2.089 ___ 7.622 252 -0.846 252 -0.176 239 -0.383 247 -0.075 252 0.076 252 -0.035 249 -0.051 250
1997 end 22.950 ___ 55.480 ___ 17.380 ___ 24.890 ___ 14.859 ___ 6.468 253 -0.748 253 -0.099 239 -0.362 249 -0.164 253 0.119 253 0.186 250 0.016 251
1996 end 14.460 ___ 28.450 ___ 12.660 ___ 21.670 ___ 56.012 ___ 6.208 254 -0.682 254 0.067 240 -0.232 250 -0.176 254 0.153 254 -0.020 251 0.117 252
1995 end 14.020 ___ 18.270 ___ 9.5700 ___ 13.890 ___ 3.348 ___ 4.331 252 -0.360 252 -0.046 243 -0.054 248 -0.144 252 0.166 252 0.013 249 0.027 250
1994 end 11.260 ___ 25.310 ___ 9.2500 ___ 13.440 ___ 17.277 ___ 7.165 252 -0.785 252 0.012 239 -0.213 247 -0.198 252 0.159 252 -0.044 249 0.037 250
1993 end 13.930 ___ 18.000 ___ 8.8600 ___ 11.460 ___ -15.424 ___ 5.218 251 -0.556 251 -0.069 237 -0.111 246 -0.051 250 -0.039 251 0.029 248 0.086 249
1992 end 21.110 ___ 27.280 ___ 11.890 ___ 13.550 ___ -32.821 ___ 4.693 254 -0.594 254 -0.205 240 -0.133 250 -0.123 254 0.110 254 0.093 250 -0.008 252
1991 end 24.690 ___ 38.210 ___ 12.160 ___ 20.170 ___ -14.352 ___ 6.428 251 -0.578 251 -0.175 237 -0.173 247 -0.126 251 0.098 251 -0.020 247 0.034 249
1990 end 18.370 ___ 40.010 ___ 15.510 ___ 23.550 ___ 35.423 ___ 6.386 253 -0.748 253 -0.161 239 -0.304 249 -0.002 253 0.042 253 0.027 250 0.072 251
1989 end 19.440 ___ 51.710 ___ 11.600 ___ 17.390 ___ -6.152 ___ 6.463 252 -0.682 252 0.093 242 -0.163 248 -0.114 252 0.171 252 -0.074 248 0.012 250
1988 end 37.200 ___ 52.600 ___ 15.220 ___ 18.530 ___ -53.029 ___ 6.020 253 -0.698 253 -0.006 240 -0.232 249 -0.229 253 0.215 253 -0.065 250 0.112 251
1987 end 19.760 ___ 172.790 ___ 10.430 ___ 39.450 ___ 110.850 ___ 6.687 252 -0.646 252 0.115 238 -0.398 248 -0.079 252 0.074 252 0.046 248 0.384 250
1986 end 17.990 ___ 28.410 ___ 15.750 ___ 18.710 ___ 3.563 249 -0.337 249 0.001 236 -0.141 245 0.109 249 0.052 249 0.089 247 -0.004 247
