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Date/Time: Sun, 06 Jul 2025 01:23:56 +0000



Post From: VIX data when market closed, June 19 2024

[2024-06-20 01:13:07]
joshtrader - Posts: 519
How is it that VIX_CGI has data for June 19, 2024, a day when SPX is closed and therefore should not be able to price options?

I am asking because it leads me to question the source of VIX_CGI. Is it really CBOE, or some other synthetically generated data, perhaps from VIX futures?

Attaching photo from CBOE showing that there is no data for today.
imageVIX_CBOE.png / V - Attached On 2024-06-20 01:12:54 UTC - Size: 106.89 KB - 98 views
imageVIX_CGI.png / V - Attached On 2024-06-20 01:12:59 UTC - Size: 80.03 KB - 97 views