Re: New VIX symbol on Monday 9/22

["bobr" <bobrabcd@xxxxxxxxxxxxx>]

For the OEX----VXO uses the old VIX data and calculations on and after 9/22
remain the same as before, only the symbol letters change.

For the SPX----now uses the VIX symbol but has new data and new
calculation.  The results are similar but the calculations are based on
options price data rather than implied volatility of the spx options.


> [Original Message]
> From: The Funkhousers <funkhouser@xxxxxxxx>
> To: <bobrabcd@xxxxxxxxxxxxx>
> Cc: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
> Date: 9/20/2003 8:59:44 AM
> Subject: Re: New VIX symbol on Monday 9/22
>
> 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
>