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Re: VIX



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There are several instances of VIX exceeding 40, but the record
close and all-time high are:

October 19, 1987 close 150.19
October 20, 1987 high 172.79

CBOE has calculated VIX back to January 1986.



----- Original Message ----- 
From: "Bob Fulks" <bfulks@xxxxxxxxxxxx>
To: "Don Roos" <rosewood@xxxxxxxxxxxxx>
Cc: <omega-list@xxxxxxxxxx>
Sent: Monday, September 17, 2001 12:55 PM
Subject: Re: VIX

> At 2:37 PM -0500 9/17/01, Don Roos wrote:
> 
> >Anyone know what the highest vix ever is?  Now 45.59.  I have none higher
> >since 3/99, but no prior data.
>
>
> 
> I show a maximum of 60.63 on 10/7/98 in data starting 8/95.
> 
> Bob Fulks





  • References:
    • VIX
      • From: Don Roos