VXX put and call IV

Discussion in 'Options' started by xandman, Apr 19, 2014.

  1. newwurldmn

    newwurldmn

    If using mids for the calculation, wide bid/offer can cause small (untradable) discrepancies as well. This is especially true in short dates where a penny has a lot of impact in vega terms.
     
    #11     Apr 20, 2014