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Owen,
Vix is determined by the amount of the put activity in the S&P 100 index
options. When it too low, it show that people are getting to comfortable with
the market and when it's high, it show the fear in the market since the OEX is
usually used as a means to hedge a long position in the market.
-Dev
on 8/15 you asked...
Speaking of VIX, does anyone know exactly how it is calculated.
I understand that it is the average of the implied volatilities of some
options, but have not been able to learn which options are figured
into it.
Thanks.
Owen Davies
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