|
Post by yogibearbull on Apr 23, 2023 2:57:14 GMT
New CBOE VIX1D Index The CBOE will use the current methodology for a new VIX1D index that would capture both 0DTE and 1DTE options. As these are business days, VIX1D could be, say, 2DTE (for weekends) or 3DTE (for long weekends) with calendar days. Other VIX indexes have distortions due to weekends and holidays, and those would be even more noticeable with VIX1D. The CBOE may introduce VIX1D futures later. CBOE VIX1D www.cboe.com/us/indices/dashboard/VIX1D/Twitter LINK Twitter LINK2
|
|
|
Post by retiredat48 on Apr 23, 2023 14:51:32 GMT
yogibearbull,...do we expect that tv talking heads like cnbc will use this new VIX when providing values?? When they say "VIX" in finance industry will this be the one used? R48
|
|