5.44Open5.64Pre Close2 Volume234 Open Interest6.00Strike Price1.09KTurnover0.00%IV0.62%PremiumApr 25, 2025Expiry Date5.37Intrinsic Value100Multiplier5DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type--Delta--Gamma2.15Leverage Ratio--Theta--Rho--Eff Leverage--Vega
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.