The index option i am currently trading doesn't have enough volume for the back month, Are there any other ways?
what if there is no VIX product in my country now? any other ideas? i guess its more and more challenges now
If all your options have the same expiration date, then if you're long vega, you will be short theta.
Hi Dmo, Are you sure about that ? Price this risk reversal Maturity december 12 long call 153.6 implied vol 13.5% short put 141.6 implied vol 13.5% spot 148.6 risk free rate 0.9% dividend:1.25% vega =-71 daily theta=-5.52 the same expiration date