leximon 0 Report post Posted October 6, 2016 I've read that a lot of brokers provide inaccurate quotes for VXX option greeks, as explained in the article below: https://www.thestreet.com/story/11211872/1/vxx-options-are-different.html Is there a source, preferably free, that has correct greeks, in particular delta, for VXX? Are the values supplied by Interactive Brokers accurate? Share this post Link to post Share on other sites
Kim 8,043 Report post Posted October 7, 2016 I believe they are talking mostly about vega and IV of those options, rest of the Greeks have no issues. vega and IV might be problematic, as this is basically volatility of volatility. Share this post Link to post Share on other sites
leximon 0 Report post Posted October 7, 2016 Cool, thanks for the reply, Kim. Share this post Link to post Share on other sites
