vix dnt rfq

Discussion in 'Trading' started by TommyR, Dec 1, 2018.

  1. TommyR

    TommyR

    What price would you make on a 1m 12/25 vix DNT in 100k?
     
    #1     Dec 1, 2018
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  2. sle

    sle

    15% @ 30%

    Seriously, though. One month as a Jan expiration or fixed date? Observation on spot VIX or futures?
     
    Last edited: Dec 14, 2018
    #2     Dec 14, 2018
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