CBOE volatility indices intraday

Discussion in 'Data Sets and Feeds' started by Nab, Mar 16, 2013.

  1. Nab


    I recently noticed that I receive from my data provider the first "real-time" quote for CBOE VXO volatility index with a 15 mins delay to market opening.

    According to my provider this is normal.

    Does someone know some details of the calculation of this index ? In particular why there is a 15 mins lag ?