volatility on es futures options

Discussion in 'Options' started by iprph90, May 9, 2010.

  1. iprph90


    am i correct in assuming the current quotes on options in es futures are correlated to the 40 vix level seen late on friday? even though es futures have gapped +20. in other words, we have yet to see the effect of vix drop on option prices if futures stay around the current level when the u.s. markets open
  2. iprph90


    well, i guess my post will be tough to answer for the time being as the bid/ask on quotes have really widened in the last 30 minutes.