why is it called the VIX

Discussion in 'Trading' started by empee, Apr 2, 2008.

  1. As it has already been said the VIX is an implied volatility index based on SPX options, but you are free to calculate the historical volatility of the SPX. Ivolatility.com gives both implied and historical volatilities. For the SPX the implied volatility has recently dropped from over 30 to 22.5 while the historical volatility has risen from 20 to 28.4. Use the volatility measure that best fits your purpose.
     
    #21     Apr 3, 2008