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Alberto,
You might find the following interesting concerning the definition of
the VIX.
Derivatives on Market Volatility: Hedging Tools Long Overdue,
by Robert E. Whaley,
Or it is better known at the CBOE as
THE RISK MANAGEMENT SERIES Options 3
You can get a copy from the CBOE.
This is a technical treatis of how the VIX is defined...
Other's would probably recommend reading
Option Volatility and Pricing by Sheldon Natenburg.
Once you understand the definition of the VIX and what it is and how it
is used.. the whole world of options will have a different light..
Deviantly,
Don
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