0.02Open0.10Pre Close2 Volume525 Open Interest10.00Strike Price6.00Turnover298.36%IV20.95%PremiumMay 2, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0508Delta0.0586Gamma315.00Leverage Ratio-0.1072Theta0.0000Rho-15.99Eff 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 ?