Greeks for VXX options

[Guest]

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?

 

[Humble]

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.

[Guest]

Cool, thanks for the reply, Kim.