Sarala / Noomx
here's how that Vix calc works:-
Vix at 50 and S and P at 900
50% / sqrt (12) = 14.43%
14.43% * 900 = 129.9
900 - 129.9 = 730
900 + 129.9 = 1030
http://en.wikipedia.org/wiki/VIX
Thats the maths / stats behind the statement that there is a 68% chance of the S and P being between 730 and 1030.
(Note this statement assumes returns are normally distributed, a possibly dangerous assumption.)
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