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Here is the VIX response from research.
Alex Jacobson wrote:
> -----Original Message-----
> From: Frait, Eric
> Sent: Thursday, July 27, 2000 1:40 PM
> To: Jacobson, Alex
> Subject: RE: Can you answer a VIX question
>
> Alex,
>
> Vix stops at 3:02pm, because that's when CBOE considers the cash to have
> stopped.
>
> Philly was good. 155 regulators in the crowd. Fun bunch...
>
> -----Original Message-----
> From: Jacobson, Alex
> Sent: Thursday, July 27, 2000 8:22 AM
> To: Frait, Eric
> Subject: Can you answer a VIX question
>
> Eric,
>
> I got a question about VIX. The query relates to the fact that VIX doesn't
> update after 3 PM while the OEX trades until 3:15. first is it true that
> VIX remains unchanged or doesn't repost after 3? Second, if it true, is it
> because the cash doesn't change after 3?
>
> How was Philadelphia?
>
> Alex
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