Friday, October 02, 2009
When VIX options expire -- where do they go?
For an updated version of this post see Trading VIX options.
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2 comments:
You site is called VIX based trading and you didn't understand VIX settlement?
Nope, didn't understand it. I mistakenly believed the delayed print of VIX on expiration day was due to the final settlement process. A little reflection would have pointed out the error of my ways.
Maybe you can explain why there is more delay then than normal on the normal VIX quote that morning.
Not a professional and don't claim to be an expert--just trying to make money at it.
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