VXO is an implied volatility calculated from options on which one of the following?
A)Wilshire 3000 index
B)DJIA
C)S&P 500 index
D)S&P 100 index
E)NASDAQ 100 index

Question

Quizplus · Accepted Answer

VXO is an implied volatility index that is calculated from options on the S&P 100 index. It was the original VIX before the methodology was changed to use options on the S&P 500.

VXO Is an Implied Volatility Calculated from Options on Which