SPX and VIX Three Month Futures Premium
Thursday, August 28th, 2008From Vix and More: Friday’s post, VIX Slips Below 19, appears to have raised some interest in VIX futures premiums (or “premia” for the more scholarly inclined). Looking three months out, the VIX November 2008 futures contract (VIX/X8) has been open since November 2007 and reached a settlement high of 26.25 on ...
