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Strategies & Market Trends : MDA - Market Direction Analysis

SPY 676.47

+0.8%

Dec 18 4:00 PM EST

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To: pater tenebrarum who wrote (51239)	5/19/2000 12:16:00 PM
From: OX	Read Replies (3) of 99985

hi heinz, the 8 options used for the VIX calc are supposed to be weighted so that they are always 30 days2ex and ATM i guess someone could go back and review VIX near options EX days... from observation, i can't quite put a finger on why it's happening. regards

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