VIX under 20 for entire month

S

silk

According to my data (which goes back to 1997), this is the first time the VIX has remained under 20 for every trading day in the month.

Anyone with data that goes back further, is this an all time record or just since 1997?
 
The vix is being calculated differently now since the introduction of vix futures. Are you comparing like with like or the new vix with the old?
 
Silk,
You can check out HISTORICAL DATA at www.cboe.com, which is where the calculation comes from. Also they compare the new vix versus the old vix (vxo). The data goes back to about 1986, I think that is when its calculation began.
 
Quote from just21:

The vix is being calculated differently now since the introduction of vix futures. Are you comparing like with like or the new vix with the old?
More...

Where do you see that? What is the symbol? Is there any liquidity to them?

Thanks.
 
I remember in the beginning of the nineties index options in Belgium even traded under 10 for more then a year, we went as low as 8.
 
Quote from hoodooman:

the new vix only goes back 3 months. vxo is the old vix according to posts that I,ve read on ET.
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CBOE has backdated what the new VIX index would have been
in the past.
 
Yes, I seem to recall that 1993 was a total "flat-line" of volatility as well. Your facts now support what I felt.

People need to beware that the 1998-2001 period saw a tremendous amount of VOLATILITY, and that we could be simply heading back to a more historical "norm", which ranges between 15-25.

I hope not, but it's certainly possible.
 
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