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These are explained in Lawrence G. McMillan's books, "McMillan on Options"
and "Options as Strategic Investments". He explains volatility and implied
volatility extensively, including TICK, TICKIE, and VIX. The data can be
obtained on any quote service, according to him.
Girish Patel, M..D.
girish@xxxxxxxxxxx
rjn7 wrote:
> Does anyone know of an internet site where I can get explanations of the
> indicators TICK and VIX (Chicago Volatility Index)?
> thanks
> bob nelson
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