0.03Open0.03Pre Close4 Volume736 Open Interest15.00Strike Price12.00Turnover256.98%IV19.29%PremiumMay 2, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0539Delta0.0799Gamma420.00Leverage Ratio-0.1078Theta0.0000Rho22.65Eff Leverage0.0006Vega
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 ?