Jun. 17, 2022
June 17, 2022 I would high recomment CBOE don't change the VIX to 0.01 tick, simply because screen won't be liquid enough to fill large orders, but floor brokers could match 10K contracts easily. as a professional, I always need the combination of screen liquidity, floor liquidity. Changing that to 0.01 would only make it liquid for 100 lot size trade, but it will do harm for the big size orders.