|Simple Trading Ideas||
I am posting these tables for my reference. The first table shows VIX call options with March expiration and the second table shows VIX call options with July expiration. As you can see the front month and the back moth shows different volatility skews. Volatility skew means that the Implied Volatility changes with the change in strike prices. The front month shows the Volatility Smile and the back month shows Reverse Skew.