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Will the new Methodology make a comparison or linkage with the old data
incompatible? If linking may be misleading.
Richard D Funkhouser
bobr wrote:
> On Monday 9/22 the CBOE is changing the S&P100 VIX symbol to VXO and
> assigning the VIX to the S&P500 options and using a new methodology for
> calculation. Would someone with one of those xpo or omz data converters do
> us a favor and convert the historical data at
> http://www.cboe.com/micro/vix/historical.asp ? It is available there as an
> Excel download.
>
> http://www.cboe.com/micro/vix/introduction.asp
> http://www.cboe.com/micro/vix/method.asp
>
>
> thanks,
> bobr
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