Someone else more knowledeable about how that works during opex might be able to get into the nitty gritty mechanics of why it happens. But vix/vxn and put/call can be skewed the last few days of opex. I have seen it.
As far as my comments re the vix/vxn go, this opex distortion does not make much difference to me because the vix/vxn trend existed before the opex window and is real by my calculations despite any distortions that might be taking place this week.
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