1.55Open1.40Pre Close46 Volume213 Open Interest11.50Strike Price7.34KTurnover80.90%IV0.15%PremiumMay 9, 2025Expiry Date1.60Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9343Delta0.1108Gamma8.09Leverage Ratio-0.0169Theta0.0013Rho7.55Eff Leverage0.0018Vega
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 ?