vix changes

B

bisto

0 0
i read somewhere that the vix is to change but the old vix would still be avaiable under a new symbol - bar charts seems to have changed already
 

eminem

Active member
185 1
I thought that the "new" VIX (based on SP500 options) will be under the old original symbol i.e VIX, and the "old" VIX based on the SP100 options will be under a new symbol VXO. Think I have got that right :)
 
B

bisto

0 0
can't seem to pick up vxo but i think your right eminem

bar charts on new vix with old vix symbol- yahoo on old vix with new vix symbol :confused:

thanks 2 u both
 

zader

Newbie
8 0
The Volatility Index ($VIX) was changed on Monday by the CBOE to reflect the use of the SPX options now instead of the OEX options. In most cases the symbol on your quote vendors services will not change. But you should check with them to see if they use a new symbol.
 

mr_cassandra

Well-known member
349 36
I think the newly reformulated one is vix and the old formula is vxo. I kept vxo in my program because the whole backtest is based on it.
 
 
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