Important Notice: Our web hosting provider recently started charging us for additional visits, which was unexpected. In response, we're seeking donations. Depending on the situation, we may explore different monetization options for our Community and Expert Contributors. It's crucial to provide more returns for their expertise and offer more Expert Validated Answers or AI Validated Answers. Learn more about our hosting issue here.

What remains the same about VIX?

April 26, 2017remains VIX

0

10 Posted

What remains the same about VIX?

1 Answer

0

Posted

Despite the changes, the fundamental nature of VIX remains the same. The New VIX still uses index option prices to measure the market’s expectation of near-term stock market volatility. The New VIX still uses a weighted average of options with a constant maturity of 30 days to expiration. Finally, the New VIX will still be calculated continuously in real-time throughout the trading day.