0.00Open3.40Pre Close0 Volume0 Open Interest16.00Strike Price0.00Turnover7649.84%IV-13.82%PremiumApr 4, 2025Expiry Date4.93Intrinsic Value100Multiplier-12DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9114Delta0.0769Gamma3.26Leverage Ratio-95.6021Theta0.0000Rho-2.97Eff Leverage0.0000Vega
人弃我取 : Because the VIX Index has surged.
人弃我取 : Start at 8%, and it will drop 8% when shorting here.
philip shaffer : once the vix futures get out of backwardation this will slowly climb over time. with the huge moves put all the vix futures in backwardation so it holds this down.