1.35Open1.20Pre Close549 Volume844 Open Interest10.00Strike Price71.07KTurnover5966.49%IV0.26%PremiumApr 17, 2025Expiry Date1.37Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8212Delta0.1511Gamma7.34Leverage Ratio-95.8928Theta0.0000Rho6.02Eff Leverage0.0001Vega
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.