Course Name: Volatility Trading Strategies for Beginners, Section No: 13, Unit No: 16, Unit type: Quiz
It's supposed that only options B and C are the correct, what about A? The VIX is obtainned multipliying the 30-day implied volatility by square root of 12 (months), so even when we're calculating an 30-day volatility, we're annualizing the expected outcome, so the option A should be also included as correct answer.