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I'm currently getting 19.93 for vix.x in ts6. Any derivative of vxo is not
available as far as I can tell. Is anyone getting a reading for the new
symbol?
Josh Murakami
President/Founder
Profusion Holdings, L.L.C.
----- Original Message -----
From: "The Funkhousers" <funkhouser@xxxxxxxx>
To: <bobrabcd@xxxxxxxxxxxxx>
Cc: <omega-list@xxxxxxxxxx>
Sent: Saturday, September 20, 2003 6:00 PM
Subject: Re: New VIX symbol on Monday 9/22
> 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
> > >
>
>
>
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