Support Board
Date/Time: Thu, 28 Nov 2024 03:45:39 +0000
Post From: No CBOE Indices data
| [2023-05-28 08:24:49] |
| Borubar - Posts: 17 |
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Replacement for VIX is VOLI. The Nations Large Cap VolDex Index (VOLI®) measures the implied volatility of a hypothetical precisely at-the-money SPY (SPDR S&P 500 ETF) option with precisely 30 days to expiration. Correlation to S&P -0.73; Correlation to VIX: 0.96. If you want know more about VOLI check: https://nations.com/wp-content/uploads/2023/01/Nations-Large-Cap-VolDex-Index.pdf |