Recent Questions - Quantitative Finance Stack Exchange29d agoAre a VIX option's delta with respect to their underlying futures?Kourosh SamiiEX. does a May 19th 50d call move with respect to the May futures contract? If so would going long 2 50d calls and shorting the underlying future neutralise the delta?Read at Recent Questions - Quantitative Finance Stack ExchangeTagsoptions-pricingquant-financerisk-management
