Graphical VIX calculation & Term Structure
The chart below graphically represents the calculation for the Cboe’s VIX® with near-real-time (20-minute delayed) data, The actual VIX is located on the black dotted line in the left-center of the graph. Click here for a larger snapshot for 12-Nov-2014. The VIX now uses interpolation between two VIX style calculations (VIN and VIF) on SPX options series that are a week apart—bracketing the 30-day target horizon …
