#msg-28534324 not fully understanding the mechanics of VIX and vix implied volatility, I'll ask 2 questions... Did my VIXEX May22.5c fall to far out of the money to come back and how far does the vix need to come back up before they return gains? I'm assuming the i/v will probably slide as the vix rises.
Thanks
current stats
Symbol VIXEX
Type VIX MAY 2008 22.5 Call
Bid/Ask 1.35/1.40 Delta 0.4127
Expires (days) 29 Implied Vol. 89.7829 1 Day Decay -0.0354
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