0.90Open1.00Pre Close1.32K Volume674 Open Interest12.00Strike Price149.64KTurnover99.60%IV1.15%PremiumMay 9, 2025Expiry Date1.10Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.8029Delta0.1953Gamma10.69Leverage Ratio-0.0474Theta0.0011Rho8.59Eff Leverage0.0040Vega
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 ?