The Cboe Implied Correlation index measures correlation market expectations by quantifying the spread between the SPX index implied volatility and the average single-stock basket …

The correlation between two variables have different associations that are measured in values such as r or R. Correlation values range from −1 to +1, where ±1 indicates the strongest …

Find the latest information on Cboe Implied Correlation Index (^COR3M) including data, charts, related news and more from Yahoo Finance

Correlation indexes essentially offer insight into the relative cost of index options compared to the prices of options on individual stocks that comprise the index.

Apr 3, 2018 · This correlation coefficient is a single number that measures both the strength and direction of the linear relationship between two continuous variables. Values can range from -1 …

The most familiar measure of dependence between two quantities is the Pearson product-moment correlation coefficient (PPMCC), or "Pearson's correlation coefficient", commonly called simply …

Get the latest Cboe 1-Month Implied Correlation Index (COR1M) value, historical performance, charts, and other financial information to help you make more informed trading and investment...

Correlation coefficients index the extent to which two scores are related, and the direction of that relationship. They reflect the tendency of the variables to “co-vary”; that is, for changes in the …

Dec 22, 2025 · Given a curved regression, the correlation index is defined by r_c= (s_ (yy^^))/ (s_ys_ (y^^)), (1) where s_y and s_ (y^^) are the standard deviations of the data points y and …

Jul 31, 2025 · The implied correlation index, also called the 'ICI,' is a financial metric that is used to calculate the implied relation between the prices of options on individual stocks or indices.