IB - Study to Show Standard Deviation of the Vix

Discussion in 'Interactive Brokers' started by drenaud, Mar 25, 2010.

  1. drenaud

    drenaud

    Is there a 'study' in IB charts that can show me when the VIX has moved by two standard deviations?

    Thanks in advance for any ideas.


    David
     
  2. bigcharts with bollinger bands
     
  3. Bollinger bands are available in IB charts as well, obviously.

    I believe VIX is one of those indices that IB now requires a small fee for, but I could be wrong.
     
  4. CBOE recently began charging for non-delayed VIX index data.
     
  5. gkishot

    gkishot

    I tend to disagree since it's easily available on the web for free.
     
  6. Tick by tick real time update for free. Where please?
     
  7. gkishot

    gkishot

  8. It's a free country -- you can disagree without knowing what you're talking about.

    Bloomberg recently pinged its subscribers to tell them VIX was no longer free from CBOE.

    Here's an experiement for you: go to Yahoo finance and try http://finance.yahoo.com/q?s=^gspc and http://finance.yahoo.com/q?s=^vix ... Look carefully at the respective timestamps of the updates. Why do you suppose SPX is live but VIX is delayed? Do you think Yahoo is voluntarily making Yahoo finance less functional by delaying VIX for no reason?
     
  9. gkishot

    gkishot

    Only link to CBOE website stating that they started charging for real-time VIX can convince me. Do you have any?

    Otherwise given that there are real-time VIX quotes available on the web for free I would think that either cost is negligible or they are provided by CBOE at no cost at all. If there is a charge maybe you can share with us what is it?

    As for yahoo and VIX I can tell you that yahoo never delivered real-time VIX.
     
    #10     Mar 29, 2010