Could there be an edge in pricing options on volatility?

Discussion in 'Options' started by Aquarians, May 31, 2022.

  1. Implied volatility often drifts away from volatility so I'd say the market agrees with you.
     
    #11     Jun 4, 2022
  2. ajensen

    ajensen

    VIX options will priced relative to the VIX futures contract with the same expiration, not spot VIX.
     
    #12     Jun 5, 2022