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

  • $\begingroup$ 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

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.