which series, and underlying, has the 40p at $10.5?
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Trading VIX options
- Thread starter kivd
- Start date
which series, and underlying, has the 40p at $10.5?
Quote from newguy05:
vix spot at 41, atm 40p $10.5 40c $2.3
the reason is because the underly is based on forward price(futures) at expiration. so the markt is expecting the vix to drop back close to 30 at expiration. is my reasoning correct. also why is there such a big disconnect between the spot and future which is at 31 right now.
thanks
your put tracks Sep futures @31
Quote from len_len27:
How you do on trade? I lose $272.
http://www.elitetrader.com/vb/showthread.php?s=&postid=3289715#post3289715