0.00Open0.03Pre Close0 Volume463 Open Interest16.00Strike Price0.00Turnover2521.13%IV26.22%PremiumApr 25, 2025Expiry Date0.00Intrinsic Value100Multiplier-11DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0452Delta0.0562Gamma423.33Leverage Ratio-7.3910Theta0.0000Rho19.15Eff Leverage0.0001Vega
philip shaffer : because it based off the vix futures. may and June. ho to thr vix futures for may and June and the percentage this moves fall between the 2 plus when the futures get outnof backwardation this will just climb up with it being in backwardation it's being held down
151169223 : bro have no idea about what is path dependence
151699860 OP 151169223 : What is that sir?
0xdylan : The article provides a detailed answer to your question.
151699860 OP 0xdylan : What article are you talking about ?