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(AFX UK Focus) 2009-11-20 19:49
UPDATE 1-CBOE revised incorrect quote on Volatility Index
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CHICAGO, Nov 20 (Reuters) - An incorrect quote on the Chicago Board Options Exchange Volatility Index was corrected to the proper level, the exchange said on Friday.
The session low on the VIX has been properly revised to 22.26 from an incorrect 19.77, said CBOE, the largest options exchange.
Any bad VIX ticks were pulled, the exchange said. The VIX, Wall Street's favorite measure of investor sentiment, is a 30-day risk forecast based off of Standard & Poor's 500 index option prices.

(Reporting by Doris Frankel; Editing by Theodore d'Afflisio) Keywords: CBOE PRINT/ (doris.frankel@thomsonreuters.com; +1 312 408 8752; Reuters Messaging: doris.frankel.reuters.com@reuters.net)

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