What is market sentiment and how do you trade it? IG International
In other words, it measures the expected volatility of the S&P 500 in the next 30 days. The VIX is calculated by using the midpoint of bid/ask quotes on S&P 500 index options. Only SPX options with more than 23 days, but less than 37 days, to the Friday SPX expiration are used to calculate …
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