TAIEX Options Volatility Index for the Past Three Months
The TAIEX Options Volatility Index is compiled according to the CBOE VIX methodology.
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TAIFEX’s TAIEX Options Volatility Index (hereinafter, “the Index”) is calculated using the VIX formula developed by the Chicago Board Options Exchange. Standard & Poor’s has authorized TAIFEX’s use of the formula. The following disclaimer applies to CBOE and S&P’s authorization:
- CBOE and S&P do not sponsor, affiliate, or endorse any financial product derived from the Index;
- Besides authorizing to TAIFEX to utilize the CBOE VIX formula, CBOE and S&P have no relationship to any financial product derived from the Index;
- When maintaining or revising the CBOE VIX formula, CBOE has no obligation to consider the needs of TAIFEX or any other party; and
- CBOE and S&P have no duty or obligation to manage, promote, or trade financial products derived from the Index or investment products of any type or nature based on products derived from the Index. TAIFEX acknowledges that: TAIFEX has received S&P’s authorization to use CBOE’s VIX formula; S&P is a division of The McGraw-Hill Companies, Inc. and a licensee of CBOE; TAIFEX’s only relationship with S&P and CBOE is as a licensee of S&P and CBOE. Therefore, S&P or CBOE do not support, affiliate, endorse, or sell any financial products derived from the Index. S&P and CBOE make no express or implied warranty to any third party with respect to the suitability of financial products derived from the Index or to ordinary