How to Calculate the VIX Index

Scott Bauer @cboesib breaks down the $VIX and its relation to #SP500.

[RogerYeahmon]

good summary, thanks.. I forgot VIX uses calendar days and not a 256 trading day year..

[anachronofspace]

thanks for the breakdown very succinct :)

[piyush]

Great video - Q. To calculate VIX on a daily basis, would we not divide VIX by the square root of 252 days rather than 365 based on the average number of days the market is open?

[josemalaga]

Is It possibly to lose more than 100% of the invest in VXX?