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  1. VIX Options pricing question

    I have a question about pricing the VIX options. I have been watching VIX options closely for the last month and today I am confused. The VIX call options seem to be underpriced. For example a call option that is 6 dollars in the money and priced at 5 dollars. Here is what I know: There is 4...

  2. FX Option Terms Help

    I need help with how to price FX options. I see this story on the DJ news but I am a bit lost as how to plug the numbers into a pricing formula. ------------------------------------------------------------------------------------ "Volatilities implied by USD/JPY currency options were lower Mon...
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