Email of the day (3)
Comment of the Day

July 20 2010

Commentary by Eoin Treacy

Email of the day (3)

on an addition to the Chart Library
"The CBOE has new index that calculates the correlation between stocks of the S&P 500 and publishes the value every 15 minutes. They have back history going back a couple of years. At times of fear the correlation between stocks increases. Is it possible to get a graph of this index? I do not know what the Bloomberg ticker is."

Eoin Treacy's view Thank you for this request. This link to the CBOE's website contains more information on how these indices are calculated. I have added the indices based on options with maturities in 2011 (JCJ) and 2012 (KCJ) to the Chart Library.

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