0.18Open0.18Pre Close0 Volume2 Open Interest25.00Strike Price0.00Turnover376.61%IV92.21%PremiumMay 9, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.0853Delta0.0290Gamma72.78Leverage Ratio-0.0872Theta0.0001Rho6.21Eff Leverage0.0022Vega
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 ?