hey all! i was wondering if anyone was aware within optuma of a manner of calculating the vix of a specific security like apple or amazon?
Hi Josh,
VIX is based on options activity, and this is calculated for some of the major stocks in the CBOE Index data, ie VXAPL, VXAZN, and VXGOG.
Additionally, we have a tool called VIXFix by Larry Williams that tries to mimic the VIX using price data.
