Forum: Options
January 8th, 2017, 01:43 AM
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Replies: 23
Views: 10,749
VIX Calculation Step by Step
Select the...
VIX Calculation Step by Step
Select the options to be included in the VIX calculation.
Calculate each option’s contribution to the total variance of its expiration month.
Calculate the total...
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Forum: Options
January 8th, 2017, 01:41 AM
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Replies: 23
Views: 10,749
VIX is interpreted as annualized implied...
VIX is interpreted as annualized implied volatility of a hypothetical option on S&P500 with 30 days to expiration, based on the prices of near-term S&P500 options traded on CBOE.
Contrary to what...
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Forum: Options
January 8th, 2017, 12:37 AM
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Replies: 23
Views: 10,749
Technically, implied volatility is only...
Technically, implied volatility is only applicable for options. Implied volatility is a function of an option's price and is backed out from the price. Based on the option chain, you can see that...
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