Share New Research 
Sharing my attempt of comupting SPY's spot implied volatility. The implementation is not too far off from the white paper, IMO. Do note that the values are different when compared against CBOE's VIX, likely as it lacks the final consolidation of intraday data to a final daily VIX, check out the "VIX Index Filtering Algorithm" section in the white paper for more detail.
www.cboe.com/micro/vix/vixwhite.pdf
Happy trading.
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