0.13Open0.13Pre Close0 Volume59 Open Interest16.50Strike Price0.00Turnover167.42%IV26.95%PremiumMay 9, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.1194Delta0.0835Gamma100.77Leverage Ratio-0.0525Theta0.0002Rho12.04Eff Leverage0.0028Vega
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 ?