tag:blogger.com,1999:blog-897456774486153841.post3402834647167964312..comments2008-04-26T09:41:49.526-07:00Bill Lubyhttp://www.blogger.com/profile/01241003017364820134bill.luby@gmail.comBlogger3125tag:blogger.com,1999:blog-897456774486153841.post-28331083065346210972008-04-26T09:41:00.000-07:002008-04-26T09:41:00.000-07:00This is interesting because the LIBOR-OIS spread has been widening, more money is being pumped into the TAF, and the TAF rate this week was 82 basis points above the Fed's target minimum rate. Banks are paying a lot of money to borrow-lend between each other and the Fed.<BR/><BR/>The banks seem to be a bit more worried than the XLF options traders. Think I'll side with the banks this time.Erichttp://www.blogger.com/profile/15196310733506007216noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-75985313134193330072008-04-25T09:57:00.000-07:002008-04-25T09:57:00.000-07:00Hi anon,<BR/><BR/>I get my VIX info directly from the exchanges and dump it into Excel. During the day, I watch it on several trading platforms/brokers, as well as via QuoteTracker and StockCharts.com.<BR/><BR/>In the event you are referring to the implied volatility chart above, that comes from the ISE web site: <A HREF="http://www.ise.com/WebForm/md_livevol.aspx?categoryId=124&header3=true&menu1=true" REL="nofollow">ISE volatility chart</A><BR/><BR/>I hope this helps.<BR/><BR/>-BillBill Lubyhttp://www.blogger.com/profile/01241003017364820134noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-2376716175695363652008-04-25T09:39:00.000-07:002008-04-25T09:39:00.000-07:00Hi,<BR/><BR/>which computer program do you use that generates the vix info?Anonymousnoreply@blogger.com