Catching the wave


The global financial meltdown in the past year has resulted in volatility levels soaring across all asset classes. The situation has become particularly pronounced following Lehman Brothers' filing for bankruptcy protection in September, which re-ignited concern about counterparty risk throughout the financial marketplace.

The Chicago Board Options Exchange's so-called 'fear gauge' - the Vix index, which tracks the market expectations of 30-day equity implied volatility for S&P 500 index options

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here