Re: New VIX symbol on Monday 9/22

[The Funkhousers <funkhouser@xxxxxxxx>]

Thanks for the answer.  I've downloaded the "white paper" which describes the
new calc procedure they'll be using for the SPX.  If there seems to be anything
there that may, in my limited opinion, be worth wondering about I'll try to see
how clear my understanding is.

I'd have missed all of this if it wasn't for you, Bob.

Again, thanks

Richard

bobr wrote:

> 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
> >