The problem whith the strategy and he talks a bit about it at the end. is that the hedger always has to by the options of the front month ( the...
how much did you pay for the bull spread? Implied Vols on VIX options have melted in a week.
so..... is it program trading the other way today or what? we saw an inverted 2-day h&s on sp500 today break its neckline. where are we going...
funny how Minutes from August 7th, time at which the Fed still believed it would not need to act, affect the market. When the Fed did react 10...
no I played it safe, stayed on the sidelines, just entered in a small position by selling sept 20/27.5 strangle at 5.1, now trading at 3.15. But a...
Did anyone make money with the VIX reverting towards its mean?
The future expiring on the same date as the option is a very close proxy of the forward. Best way to verify it is to take an option which is...
This Thread is for anyone who wants to shares ideas, results, models, strategies ( real or theoritical) on Vix options. I know this product is...
I gave 35 as a recent example. Same logic applies the other way around. Let suppose we have a floor at 10 and we can trade "spot" VIX options. in...
I guess the launched options on the forward VIX instead of the spot VIX because VIX is mean reverting. Imagine options on the spot VIX with a VIX...
as for greeks applying to vix options... they do, as long as you use the right model (not B&S, not black or any traditional models...), some...
I have been trading the Vix futures then options for 3 years. made 10 fold the initial investment. The market is changing, some strategies working...
how about buy a put 20 sept and sell a put 20 november, a lot less risky if the VIX spikes, with the same profit profile if the term structure...
well, what seems interesting with the VIX options is the fact that VIX is mean reverting (tends to move back toward its historical average in due...
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