Thanks Robert. I guess I'm not understanding your first questions. My understanding is that a VIX call option with a strike price of 20 will, on...
I have a large number of June 20 calls on the VIX (which i bought when the VIX was in the low 9s, to offset potential losses in the XIV I hold...
Thanks Robert! So is another way to say is that the VRO is the price upon which the VIX options will be settled? I.E. if the VRO settlement...
Thanks so much Robert and others. Sorry for the late reply. Curious - what exactly is VRO? Per yahoo finance it is 11.42 currently, while VIX...
I just want to make sure I understand how these work. So lets say a January 2018 call option is quoted at $1.30. If I buy one, I think the cost...
I see cdcaveman. Thanks!
Ohhhh, I see. There is no VIX underlying, so the analysis is somewhat flawed. I guess you could use the VXX underlying, but given its slow...
So, I go here: http://www.marketwatch.com/investing/index/vix/options Look at the January 17, 2018 expiration puts. Let's pick one. Say the...
Thanks so much dunleggin, I really appreciate it! I'll need to read it through a few times to fully understand it haha. :) Thanks!
I could be wrong, but when I've always thought about options, when you purchase one call let's say, it was a right to purchase 100 shares at the...
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