Im getting incorrect prices when looking up options for the VIX. Im using VIX as the underlying symbol. is this correct? Or should I use another one? Im interested in the SP500 VIX.
J
I think using VIX in the lookup box is correct, it comes up with some option codes. But you’re right, the prices are wrong.
Option codes have been changing over the past couple of weeks so that in the new paradigm the first bit of the code is the underlying symbol. However when you look up VIX options on C2 the first bit of the option code is not “VIX”. So… maybe the VIX option codes have changed but the C2 codes and/or price feed have not been updated yet?
