MI206: Options, Derivatives, & Volatility w/ Kevin Davitt
The Intrinsic Value Podcast - The Investor’s Podcast Network
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What Is the Vix Index?
The vix index has been around since the early nineties. It uses two strips of s and p 500 index options that are time waited to create a 30 day constant forward volatility measure. So when the vix index is 24, roughly, and valcu is 29, ball park were were at to day or yesterday,. That forecast is very different when compared to when both measures were around 80 in march of 20 20, or even last summer, respectively.
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