Wednesday, November 03, 2010 12:34:17 PM
VIX options: there is a significant difference in the premium between front month and Dec premium.
Front month puts are more expensive than calls, while Dec calls are more expensive than puts.
This observation, originally made by Connors, is also valid today.
Front month puts are more expensive than calls, while Dec calls are more expensive than puts.
This observation, originally made by Connors, is also valid today.
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