Anyone has trade emini option on market crash where the index has the largest changes? How much is the atm call and put option cost during the crash? Any website to access the option cost during the crash?
depends on time to maturity.... If the crash is say 10% in 2 days, and still very volatile... VIX would be at 40 I think... Also depends on whether one sees the crash as a relief or more as a full blown panic...