Jump to content



Photo

about vix options


  • Please log in to reply
No replies to this topic

#1 gannman

gannman

    Member

  • Traders-Talk User
  • 6,948 posts

Posted 05 August 2011 - 09:23 AM

the reason they dont make sense is they are based on the futures and not the vix itself. so for example the sep vix future is sitting at about 25 not 31. that explains the pricing on the options sep vix futures are vxu11
feeling mellow with the yellow metal