0.22Open0.22Pre Close0 Volume5 Open Interest24.50Strike Price0.00Turnover628.91%IV99.52%PremiumMay 2, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.0992Delta0.0313Gamma56.32Leverage Ratio-0.1967Theta0.0001Rho5.59Eff Leverage0.0015Vega
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 ?