VIX is 22.62 but AUG 20 call is 1.7/1.85?

math100 · 2007-07-27 09:58:14Z

VIX is 22.62 but AUG 20 call is 1.7/1.85?简介

来源: math100 于 2007-07-27 09:58:14 [档案] [旧帖] [给我悄悄话] 本文已被阅读：次 (129 bytes)

I got this data from IB at 12:56pm. Is the data wrong?
Why do we buy 20 call at 1.8 then short Vix at 22.62? Well is the risk?

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• How to short VIX? -乌苏里渔翁- ♂ (0 bytes) () 07/27/2007 postreply 10:01:26

• no way. vix option is european, and -putwriter- ♂ (174 bytes) () 07/27/2007 postreply 10:01:48

• Get confused but thx for answer. -math100- ♂ (0 bytes) () 07/27/2007 postreply 10:07:49

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