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VIX% numbers


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VIX% numbers

  #1 (permalink)
alexman
London
 
Posts: 17 since Jul 2010
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Hi guys!!!
Anyone can suggest ho0w to calculate or possible to find VIX% numbers for each market>>>.
Thanks in advance

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  #3 (permalink)
 bukkan 
Calcutta, India
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Experience: Intermediate
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its quite a calculation, besides getting the data for all the options series is a big headache.

https://www.cboe.com/micro/vix/vixwhite.pdf

this below link is for Nifty (NSE, India). as you can see the computation method is the same.
https://www.nseindia.com/content/vix/India_VIX_comp_meth.pdf

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Last Updated on October 8, 2010


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