VIX under 20 for entire month

Discussion in 'Trading' started by silk, Nov 28, 2003.

  1. silk


    According to my data (which goes back to 1997), this is the first time the VIX has remained under 20 for every trading day in the month.

    Anyone with data that goes back further, is this an all time record or just since 1997?
  2. 1993 under 20 for 9 months in a row.
    1995 under 20 for entire year.
    ref big charts
  3. just21


    The vix is being calculated differently now since the introduction of vix futures. Are you comparing like with like or the new vix with the old?
  4. VictorS


    You can check out HISTORICAL DATA at, which is where the calculation comes from. Also they compare the new vix versus the old vix (vxo). The data goes back to about 1986, I think that is when its calculation began.
  5. the new vix only goes back 3 months. vxo is the old vix according to posts that I,ve read on ET.
  6. Rocco


    Where do you see that? What is the symbol? Is there any liquidity to them?

  7. cvds16


    I remember in the beginning of the nineties index options in Belgium even traded under 10 for more then a year, we went as low as 8.
  8. VictorS


    CBOE has backdated what the new VIX index would have been
    in the past.
  9. Yes, I seem to recall that 1993 was a total "flat-line" of volatility as well. Your facts now support what I felt.

    People need to beware that the 1998-2001 period saw a tremendous amount of VOLATILITY, and that we could be simply heading back to a more historical "norm", which ranges between 15-25.

    I hope not, but it's certainly possible.
  10. its my favorite indicator. I will bet the farm when it goes to 50.
    Thanks for the complement.
    #10     Nov 28, 2003