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Dave,
I looked at ^VIX some time ago. I know it covers "market volatility" but I never
knew quite how to use it. There's a news link at Yahoo:
http://biz.yahoo.com/rf/000317/1p.html
The part which refers to ^VIX is here:
"The Market Volatility Index (^VIX - news), the options market's gauge of
investor fear, was up 0.99 to 24.19 at 11:56 a.m. CST (1756 GMT).
The VIX measures implied volatility of several OEX strikes and typically moves
opposite stocks."
The VIX for yesterday was 27.55. The Put/Call ratio (or Call/Put ratio) is
supposed to be around .400 (or 2.1). How do I use the ^VIX?
Thanks,
Daniel.
Dave Nadeau wrote:
> Yahoo! finance (finance.yahoo.com) will give you graphs and
> historical downloadable data for the VIX. Use ^VIX, select
> chart, then at the bottom of the chart select Table|Daily
> for the data. At the bottom of the page, you'll see a link
> to Download in Spreadsheet format.
>
> Dave Nadeau
>
> Wooglinx@xxxxxxx wrote:
> >
> > Daniel:
> >
> > If you find one, please let me know. I contacted the CBOE directly and they
> > do not provide the data in a downloadable file.
> >
> > Jim Barone
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