Why do we buy 20 call at 1.8 then short Vix at 22.62? Well is the risk?
VIX is 22.62 but AUG 20 call is 1.7/1.85?
Why do we buy 20 call at 1.8 then short Vix at 22.62? Well is the risk?
所有跟帖:
• PUTWRITER - 能回答,他可以EXERCISE吗? -华尔神偷- ♂ (0 bytes) () 07/27/2007 postreply 09:59:27
• 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