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How much vega in spx terms (straddle contracts) or dollar value is in 10 vix futures contacts and 10000 shares of tvix

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  • $\begingroup$ Vega of a future is fixed at 1000 USD per contract. Vega of a straddle varies. You tell me the price (or implied vol) and quantity of the straddle and I will compute for you the vega. Vega of TVIX can be found by looking up how many futures it has. $\endgroup$ – noob2 May 18 at 22:27

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