Why VIX Options Don't Track the VIX
VIX options don't track the VIX: each one prices off its own VIX future and settles on a Wednesday morning SOQ. The mechanism, with a worked 25-strike example.
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What Is the VIX? What It Really Measures
The VIX is a 30 day implied volatility reading priced from S&P 500 options. See what a level of 15 or 30 means in daily move terms, and what VIX products cost.