0.18Open0.35Pre Close83 Volume223 Open Interest12.00Strike Price1.34KTurnover88.91%IV9.54%PremiumMay 9, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1742Delta0.2016Gamma104.80Leverage Ratio-0.0375Theta-0.0003Rho-18.25Eff Leverage0.0037Vega
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 ?