r*****3
发帖数: 403 | | T******u
发帖数: 1025 | | m********n
发帖数: 208 | 3 because option price is obtained from VIX future, not VIX cash index. You
are talking about Vix cash index that is rising 6%, not future.
【在 r*****3 的大作中提到】
: 大牛解释一下？
| r*****3
发帖数: 403 | 4 但是option strike price 是基于6% index啊
[在 mickeyrain (无中生有) 的大作中提到：]
：
：because option price is obtained from VIX future, not VIX cash index. You
：........... | m********n
发帖数: 208 | 5 I think the option strike price is also based on Vix future, not Vix.
You
【在 r*****3 的大作中提到】
: 但是option strike price 是基于6% index啊
: [在 mickeyrain (无中生有) 的大作中提到：]
: ：
: ：because option price is obtained from VIX future, not VIX cash index. You
: ：...........
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