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The CBOE updates equity and index put/call volumes every half hour
during the day. http://www.cboe.com/Volumes/ViewHalfHourlyUpdate.htm
Regards,
Monte
DP wrote:
>
> Does anyone follow the VIX intraday? Is it reported at a set time, i.e.
> every 10,15,20,30 minutes, randomly? Is the feed delayed for the first quote
> of the day?(8:45,9:00 Chicago time?)
>
> Thanks,
>
> Dave
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