Grant

Thanks RJO. I was more referring to the delta between the true VIOX and IG's ie the VIX will move 5% yet IG will only move 2%. Essentially I have trades where I'd be in the money on the normal VIX move but IG doesn't reflect the same move and usually in smaller increments.

Hi there. Can anyone talk to the price action of the VIX on IG vs the US index it's tracking? I was of the understanding that whilst a market maker, the price action should directly align. I have found significant deltas between the two. Thanks.