How do I find fair value for VIX futures?

Discussion in 'Options' started by Kevin Schmit, May 25, 2006.

  1. Kevin Schmit

    Kevin Schmit

    VIX is at 15.93.

    June VBI (VXM6) is at 158.00.

    What is fair value and how do you calculate it?
     
    #1     May 25, 2006
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