tag:blogger.com,1999:blog-897456774486153841.post4509407778903198751..comments2024-03-25T09:22:22.004-07:00Comments on VIX and More: Options on the Direxion Leveraged ETFsBill Lubyhttp://www.blogger.com/profile/01241003017364820134noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-897456774486153841.post-89135555317623840582009-05-26T15:53:20.521-07:002009-05-26T15:53:20.521-07:00Hi George,
Thanks for the kind words. I apprecia...Hi George,<br /><br />Thanks for the kind words. I appreciate it.<br /><br />The actual options are options on the S&P 500 index or SPX. Of course this is very similar, but not identical to SPY and has a lot in common with the front month /ES futures.<br /><br />If you are so inclined, you can find out more about SPX options from the CBOE: <A HREF="http://www.cboe.com/products/indexopts/spx_spec.aspx" REL="nofollow">SPX options</A>Cheers,<br /><br />-Bill<br /><br />P.S. I like the work you do at Volatility Soma<br /><br />P.P.S. I have a boatload of emails and some comments to get caught up on and I am going to start from the present and work back as far as I canBill Lubyhttps://www.blogger.com/profile/01241003017364820134noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-32495718740221516122009-05-26T15:16:17.299-07:002009-05-26T15:16:17.299-07:00Ok I just had a ?. I've read your blog for over a...Ok I just had a ?. I've read your blog for over a year now I rarely ever comment but your blog is one of the best. the ? I have is what actual options are used to price the VIX. Options on the /ES futures? Options on the SPY ETF? I am familiar with the calculations but what options are they using when they quote the VIX?<br /><br />Thanks,<br />GeorgeGS751https://www.blogger.com/profile/12104712741442133837noreply@blogger.com