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Strategies & Market Trends : John Pitera's Market Laboratory -- Ignore unavailable to you. Want to Upgrade?

To: Hawkmoon who wrote (10439)	10/25/2008 1:10:41 PM
From: stomper	Respond to of 33421

I think you have to do it through options, symbol VIX. Careful though, as i recall there is something funky about their settlement date. It's not a third Friday expiration, it is the Wednesday 30 days before the forward settlement date (or something screwy like that). Also, remember, if they are out in time, they don't measure current VIX pricing in the premium...they are measuring the implied on the forward month.