VIX at important level

My understanding is that the VIX has been around since
1995 or so ?

I did read in an article in which the author stated that he
had back-fitted the VIX to the 1987 crash and that it was
around 145.

I cannot find the article now and am wondering if anyone
agrees with the VIX level during the '87 crash.

I feel this is important to know the bottom if we have a
crash like '87.
 
Originally posted by ramuk
My understanding is that the VIX has been around since
1995 or so ?

I did read in an article in which the author stated that he
had back-fitted the VIX to the 1987 crash and that it was
around 145.

I cannot find the article now and am wondering if anyone
agrees with the VIX level during the '87 crash.

I feel this is important to know the bottom if we have a
crash like '87.
More...

Chasinfla

Are you directing you question to me, ramuk or someone else?

If you are directing it to me, the answer is not at all. I just posted the chart for the benefit of individuals on this thread asking about the VIX in 1987.
 
Originally posted by NUTSNEAL


Chasinfla

Are you directing you question to me, ramuk or someone else?

If you are directing it to me, the answer is not at all. I just posted the chart for the benefit of individuals on this thread asking about the VIX in 1987.
More...

Nutn:

It was to you relating to your chart. But you've answered my question. Thanks.
 
It appears the VIX went to a high of 170 in 1987. Here is a chart from LBR website.
http://www.mrci.com/spot/index.asp

I don't think the VIX level is so important but rather whether its daily range expands several days in a parabolic blowoff. Then often it makes a lower high a few days later. But now it just seems to consolidate before taking off.
 
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