短期跌，一个多月后又回来了

The VIX is calculated using a "formula to derive expected volatility by averaging the weighted prices of out-of-the-money puts and calls”. Using options that expire in 16 and 44 days, respectively, in the example below, and starting on the far left of the formula, the symbol on the left of “=” represents the number that results from the calculation of the square root of the sum of all the numbers that sit to the right multiplied by 100. To get to that number:

Read more: Tracking Volatility: How The VIX Is Calculated | Investopedia http://www.investopedia.com/articles/active-trading/070213/tracking-volatility-how-vix-calculated.asp#ixzz4XpSsVoNL 
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