0.10Open0.15Pre Close210 Volume298 Open Interest11.00Strike Price1.91KTurnover114.28%IV16.49%PremiumMay 9, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0763Delta0.0863Gamma218.33Leverage Ratio-0.0248Theta-0.0001Rho-16.66Eff Leverage0.0021Vega
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 ?