0.23Open0.23Pre Close0 Volume303 Open Interest17.00Strike Price0.00Turnover242.16%IV34.71%PremiumMay 9, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.1541Delta0.0744Gamma55.61Leverage Ratio-0.0947Theta0.0002Rho8.57Eff Leverage0.0031Vega
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 ?