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Strategies & Market Trends : Galapagos Islands
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To: Techplayer who wrote (1917)9/20/2002 1:00:54 AM
From: Jorj X Mckie  Read Replies (1) of 57110
 
The VIX is a measurement related to OEX options. Therefore, shorting doesn't have a direct effect. I am not sure if there is an indirect effect such as may have been the case with delta hedging this week.

Here is the definition of the VIX from Stockcharts.com
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Introduced by the CBOE in 1993, VIX is a weighted measure of the implied volatility for 8 OEX put and call options. The 8 puts and calls are weighted according to time remaining and the degree to which they are in or out of the money. The result forms a composite hypothetical option that is at-the-money and has 30 days to expiration. (An at-the-money option means that the strike price and the security price are the same.) VIX represents the implied volatility for this hypothetical at-the-money OEX option.
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