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Strategies & Market Trends : Waiting for the big Kahuna
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To: Bull RidaH who wrote (25435)8/28/1998 7:49:00 PM
From: Follies  Read Replies (2) of 94695
 
I don't know how the VIX is actually computed. Is it computed only with calls or puts also?

I have SPQUJ Sep 1050 Puts. They closed DOWN 3/4 even though the SPX closed down 15. In essence, the puts lost 15 3/4 in Premium in one day. Wouldn't that indicate a big drop in VIX? but the VIX was up.
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