Recent content by lilylilo

  1. L

    Searching for Option Prices to calculate Volatility Index

    Hi I'm doing a thesis on the topic of volatility index (VIX). VIX is actually a ticker symbol for CBOE which shows market expectation of 30 days implied volatility. I am calculating the volatility index for S&P 500 index options for the year 2007, 2008 and 2009 to see the level of VIX before...
Back
Top