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Strategies & Market Trends : Stock Attack II - A Complete Analysis
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To: Paul Shread who wrote (46867)9/6/2003 3:35:05 PM
From: Joseph Silent  Read Replies (1) of 52237
 
Vix and SP500 ....

Paul -- the vix is currently based on the implied volatility of 8 OEX calls and puts (I don't know which ones and how they do the weighting). Is there any information on what will be used from the 500?

Since computation is not a problem these days, I wonder why the index is based on only 8.

Perhaps it's a question of influence. With a smaller number, they stand a greater chance of moving it the way they want it to go.
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