Kris Sidial says many traders still misunderstand how the VIX is calculated. It is built from bid ask spreads on a 30 day weighted strip of SPX options and updates every 15 seconds.
published
Kris Sidial says many traders still misunderstand how the VIX is calculated. It is built from bid ask spreads on a 30 day weighted strip of SPX options and updates every 15 seconds.
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