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[DrSP]

I am looking at VIX on a day when it rose 35%. Why do I see calls at lower premiums than puts? This sounds very strange. Not every retail investor has access to these options and will trade these. I checked my access, I can trade these options though I never did. I look at index options to see what the sentiment is. What is the reason for lower premium on the calls?



The figure below is just a snippet showing difference in VIX futures, by month.

Edited by DrSP, 04 August 2011 - 06:37 PM.