| 1. What is the TAIEX Options Volatility Index? |
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The TAIEX Options Volatility Index (TAIWAN VIX) applies the CBOE’s VIX methodology to trading activity in the Taiwan options market. It accurately reflects current price volatility in the market, providing options traders with more information to help them evaluate market conditions and make appropriate trading decisions. The formula of TAIWAN VIX is referenced to the website (https://www.taifex.com.tw/cht/7/vixQA) |
| 2. What is the disclosure time of the TAIWAN VIX? |
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The TAIWAN VIX is disclosed every 15 seconds from 9:00 to 13:45 each TAIFEX’s trading day. In case that trading of either TAIEX Futures or TAIEX Options is halted, the disclosure of the TAIWAN VIX will be halted in the meantime. Disclosure of the TAIWAN VIX will resume after both TAIEX Futures and TAIEX Options resume trading in every fifteenth second. |
