I give you a suggestion since I have not done it before.

The key for pricing VIX option is to model the evolution of the VIX index process.

You can check the papers talking about what SDE they use to model VIX

when you have the payoff and the distribution (SDE) of the underlying asset (VIX), pricing an option is very easy.

hope help,

Thanks a lot!
I'll try it!
By the way, I accidentally found that you graduated from UIBE??? WOW! What a Coincidence!!!
I'm a senior student  in UIBE  now and my major is financial engineering.

haha, yeah, I got my undergraduate degree at UIBE. I graduated from the honors program of Economics in school of international trade and economics.

I guess you are preparing for the bachelor's dissertation?

Nice to see you!~

yeah !  It's bachelor's dissertation.
Nice to meet you ! hahaha !

VIX shares the properties of mean-reversion, jumps and stochastic volatility,which is known as stochastic vol-of-vol. Therefore,any sound VIX model should reasonably take these factors into consideration.
Two categories：
1、Consider the inherent relationship between S&P500 and VIX Model factors: mean-reversion, jumps
2、Directly model VIX without considering the relationship Model factors: Square root, logarithmic mean-reversion, jumps