VIX Options to Add Half-Point Strikes in Near-Term Expiration

VIX Options to Add Half-Point Strikes in Near-Term Expiration

by | May 28, 2014 | General

The CBOE announced they are adding half-point strikes for the CBOE Volatility Index (VIX) options. The half-point strikes will be listed for the near-term expiration month and in the strike price range of 10 to 15 (i.e. 10.5, 11.5, 12.5, 13.5 and 14.5 strikes). The...

Are your Greeks correct for VIX options?

by | May 7, 2014 | General

I posted in the forums about seting up OptionVue correctly to get the correct greeks for VIX options.   Jim sent me an interesting link to six figure investing's article on “Thirteen Things Your Should Know About Trading VIX Options.” Bullet point...