benztrading13
New member
I know there are things like Vix Fix and looking at implied vs historical volatility and IVR, but I would love to know if it is possible to calculate a VIX value not for the SPX, but for any underlying liquid optionable stock, a value of the extrinsic value of options/the value of the OTM options from 23DTE to 37DTE and the calculation the exact same as the VIX index calculation, where a value of 30-40 would be considered relatively high and a value of 7 is considered a very low VIX value. Any help would be greatly appreciated!! Thanks!! Cheers!!