For example, if you buy one front month vix future at 18 the day before expiration, it settles at 18.5, you will see (18.5-18)*1000 cash in your account. As GnGSystem mentioned, VIX settlement is used to be highly manipulated, but I think it is much better now.
【在 E***X 的大作中提到】 : For example, if you buy one front month vix future at 18 the day before : expiration, it settles at 18.5, you will see (18.5-18)*1000 cash in your : account. : As GnGSystem mentioned, VIX settlement is used to be highly manipulated, but : I think it is much better now.