The Fear Index, a Financial Thriller by Robert Harris, Optioned for Film

Robert Harris's yet-to-be-published financial thriller, The Fear Index, has been optioned for film by Fox 2000.

The title refers to the VIX, the ticker symbol for the Volatility Index that measures implied volatility of the S&P 500; it is also commonly referred to as the "fear index".

The book is set entirely over the course of a single day. Dr. Max Hoffman is a legend, a physicist once employed on the Large Hadron Collider, who now uses a revolutionary and highly secret system of computer algorithms to trade on the world's financial markets. None of his rivals is sure how he does it, but somehow Hoffman's hedge fund -- built around the standard measure of market volatility, the VIX -- generates astonishing returns for his investors.

Late one night, in his house beside Lake Geneva, an intruder disturbs Hoffman and his wife while they are asleep. Over the next few hours, as the markets edge towards another great crash, Hoffman's world disintegrates. But who is trying to destroy him?

The Fear Index is being published in September 2011 by Hutchinson in the UK, and in January 2012 by Knopf in the US.

(Source: Deadline|New York.)