I recently noticed that I receive from my data provider the first "real-time" quote for CBOE VXO volatility index with a 15 mins delay to market opening.
According to my provider this is normal.
Does someone know some details of the calculation of this index ? In particular why there is a 15 mins lag ?
Thx
According to my provider this is normal.
Does someone know some details of the calculation of this index ? In particular why there is a 15 mins lag ?
Thx