Bullish Percent and VXN type indicators Message Board

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Strategies & Market Trends : Bullish Percent and VXN type indicators

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To: Steve Lee who wrote (23)	5/9/2002 8:30:25 PM
From: OX	Read Replies (1) of 119

the VIX/VXN calc is a bit more complicated than that. but u have the basic idea, theoretical 8 calls/puts near the money w/ 30 days to expiration. BS doesn't take $TNX but $IRX, and takes actual # of days to expir. i think i have the real formula somewhere (for VIX), i just have to dig it up. the reason i asked about VXN vs QQV is because NDX options are illiquid (wider B/A spreads). >>It is actual volatility based on historical prices really? where did u hear that? (i don't that that's correct) i read the the main diff btw VXN and QQV is that one uses calendar days, the other trading days, which is why the numbers are so different.

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