Quote:
Originally Posted by Jeff P
Many articles at Zerohedge have mentioned higher than normal recent options buying clustered on expiration dates 0 to 1 days out.
If true, probably one of the reasons the VIX hasn't closed over 30 since 10-19-2022.
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Scratch that.
Short dated contracts aren't included in the VIX calculation.
CBOE Volatility Index (VIX): What Does It Measure in Investing?:
https://www.investopedia.com/terms/v/vix.asp
Quote:
Calculation of VIX Values
VIX values are calculated using the Cboe-traded standard SPX options, which expire on the third Friday of each month, and the weekly SPX options, which expire on all other Fridays. Only SPX options are considered whose expiry period lies within more than 23 days and less than 37 days.3
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-jp
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