must read: cboe vix vxn reconfiguration

  1. 1,427 Posts.

    Good Evening,

    I am advised the basis of the CBOE implied volatility measures critical for option and equity playing, the VIX and VXN, will be fundamentally reset on September, 22nd. ..... The link below is therefore an absolute must read .

    Critically..... the smoother "New VIX" based now on a wider base of the highly liquid S&P500 options , now in and out of the money, will assume the "VIX" code

    Implications must be read. Lower and smoother VIX signal range, especially in capitulative episodes.

    The old VIX will change to VXO and continue. The Nasdaq related VXN also gets reconfigured.

    Importantly a large range of Tradable !! New VIX products will then be released .......

    I urge you strongly to read the complete CBOE message for projected new indicator ranges

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