The market for Feb VA was quoted around 13.90/14.80 all day... roughly a 90 cent spread. I've been bidding at 14.65 for the last hour, and the market maker isn't hitting me... so that's kind of unfortunate.
The ask/bid has been around 10-25 (10k-25k vega notional). I'm bidding 8k... small size, more than anything else just want to see what the fills/trades look like.
The ask/bid has been around 10-25 (10k-25k vega notional). I'm bidding 8k... small size, more than anything else just want to see what the fills/trades look like.
Just filled 8 of the VA0213 @ 14.75. According to the CFE calculator.. that should be equivalent to 748 variance units (futures contracts) @ 846.0412. I'll update that number once I see the fills on my equity run.
Just filled 8 of the VA0213 @ 14.75. According to the CFE calculator.. that should be equivalent to 748 variance units (futures contracts) @ 846.0412. I'll update that number once I see the fills on my equity run.
Just filled 8 of the VA0213 @ 14.75. According to the CFE calculator.. that should be equivalent to 748 variance units (futures contracts) @ 846.0412. I'll update that number once I see the fills on my equity run.
Just filled 8 of the VA0213 @ 14.75. According to the CFE calculator.. that should be equivalent to 748 variance units (futures contracts) @ 846.0412. I'll update that number once I see the fills on my equity run.
