### Comment:
Well VIX is simply a calculation of SPX options, VWAP doesn’t make sense. The way VXX works doesn’t always make it a good gauge of what spot volatility is doing (it can be heavily weighted to M2). I guess you could just use SPY’s VWAP?

### REPLY:
Ye I know that's why I'm using VIX on the daily. I'm running a second model to do intraday calculations to feed in as a parameter on a longer term model. I suppose your right tho, since I'm already scanning SPY options, using VXX contracts is probably useless. I'll try removing it from the intraday model and just keep the VIX indicator on the daily. I just used volatility to try and price some of the volatility built into the option fluction on other equity contracts.

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