Part 5

How To Read The Fear Gauge: VIX Value and How It's Calculated

CBOE VIX trading and CBOE VIX options can be incredibly difficult. Technically, the VIX should represent one standard deviation of market returns for whatever period an index is calculating. The main VIX calculates 30 calendar days of implied volatility and interpolates options between 23 days and 37 days to expiry (remember not how it’s settled!). The spot price of the VIX is calculated on a minute to minute basis to keep ...

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The VIX Series
5 Lessons
~21 mins in total
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