0.15Open0.15Pre Close0 Volume62 Open Interest19.50Strike Price0.00Turnover803.84%IV61.46%PremiumApr 25, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0939Delta0.0434Gamma81.13Leverage Ratio-0.5573Theta0.0000Rho7.62Eff Leverage0.0008Vega
philip shaffer : because it based off the vix futures. may and June. ho to thr vix futures for may and June and the percentage this moves fall between the 2 plus when the futures get outnof backwardation this will just climb up with it being in backwardation it's being held down