VIX calculation and settlement of VIX Futures and Options
Video Overview & Insights
VIX is one of the most important indices to follow for option traders. It represents the level of fear in the marketplace as reflected in the prices of SPX Options and measures the expected market volatility over the next 30 days. In this lesson we will go into the details of how the VIX is calculated so that we understand the intricacies of the VIX as compared to VIX products such as VIX Futures, Options and ETPs.
The best and detailed explanation of this topic I found on Youtube!! Thanks for creating this video. It cleared a lot of my doubts đ
We will also look at the cash settlement process for VIX Futures and Options and the similarities and differences between this special settlement value, which is available only on expiration day at market open, and regular VIX.
0:00:50 VIX Calculation using SPX Options
How come such deep and thorough explanation doesnât more noticeably prominent? It is the single best video for vix. Thank you
0:17:17 Weekly VIX expiration
0:24:11 Monthly/Standard VIX expiration
At no point in this video did you actually calculate VIX, please change the title.
0:32:55 SPX Options strikes to be used when calculating VIX
0:40:20 Differences between VIX and VRO
For a day like today, i was long vxx and short spy as a hedge. Is it something you would do?
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