Calculating VIXMO—the Easy Part
Update: On October 6th, 2014 the CBOE changed the calculation method for the VIX to include SPX weekly options, the old VIX calculation is still being reported using the VIXMO (VIX Month Only) ticker. The new calculation uses the VIX ticker. For more on the new calculation see “Calculating the New VIX“. The movements of the CBOE’s VIX® are often confusing. It usually moves the opposite …
