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Ron Augustine <RonAug@xxxxxxxxxxxxx> writes:
>VIX stands for "Volatility Index" (VIX on BMI from CBOE) -- It is the
>volatility of all "at the money" Calls & Puts on CBOE
Is it ALL calls and puts? I thought it was just those on the OEX.
FWIW, BMI used to broadcast VIX on the CBOE exchange, but switched
it, and most of their other indices to MIC exchange last fall.
Jim
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