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Strategies & Market Trends : MARKET INDEX TECHNICAL ANALYSIS - MITA -- Ignore unavailable to you. Want to Upgrade?

To: Dominick who wrote (9950)1/29/2002 8:31:19 PM
From: Steve Lee  Read Replies (2) | Respond to of 19219
 
VIX is a measure of how much volatility the option writer has factored in when calculating the time premium.

CBOE look at the premiums on options and calculate the VIX.

So while VIX is a proxy for, and more or less moves with, volatility, it is not actually a direct measure of volatility.

Same with VXN except VXN is calculated from options premiums on NDX 100 stocks.


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