I wonder if the better play for the OP is to put the $900,000 in long stocks when the VIX is low/stable/whatever:) and simply put the $100,000 in...
The fact that you question why the word premium is used when you mention the VX futures means there is still a lot of work to be done. First,...
The spike in vols has pushed my FLYS and Calendars into the red so I have no choice but to just sit on them and wait for the vols to bleed out...
Yes find it easier to play the front month with VIX options rather than VX to control the risk. But the catch 22 is VIX options are inflated at...
The -SEP/+OCT/-NOV VX Fly looks interesting at around 1.50 credit... Will have to study if I want to overlap this with my NOV/DEC/JAN position...
My problem is the NOV portion of the FLY has lifted with SEP/OCT so I have to sit on it for some time now. I agree the curve has flatten at...
I think the short VX futures ETN can work now but you might have to hold for a while until you see the returns since a sharp sell off like we had...
[ATTACH] Big swing up in the front months but the back months have stayed relatively flat rising in unison. Some possible plays on the -DEC/+JAN...
Sorry, I wrote it backwards, you are correct. My point was that as it re balances into October by SELLING SEP and BUYING OCT with the current...
VXX Short signal here so taking it after all the volatility: LONG xx AUG 28th VXX $24.50 Puts @ $1.55 VXX @ $24.12
VXX has certainly jumped on the vol spike as expected. However, with the steepness in the curve hopefully levelling off in the coming months and...
SEP/NOV Calendar has gone backwards. I usually am very quick to cut losses being kind of hesitant to let positions run but going to let this...
ToS platform really exaggerates the curve I think haha. Another snapshot shows a little flatter but still curving in front month. [ATTACH]
Agreed. I also tend to feel that we will have some more vol (VIX) spiking but the futures will stay at a somewhat discount to VIX. My only fear...
TRADE- At the close entered a calendar with SEP/OCT but replicated using the VIX options instead to reduce the risk significantly in most...
The VIX is at 28 though based on the SPX options with VX at 19.90 front month, quite a discount. I wonder if the large funds rushing to hedge...
SPX options should stay bid up with the panic now setting in so VIX will stay up here unless we get some reprieve. The real question is how far...
Getting fugly today. Backwardation on its way... Loaded with my VIX Calendar and VX FLY so no new positions so far. Will have to see how we...
Nothing better than seeing the long front month pop while the back stays flat on a calendar like that :). I might look for the reverse of that...
Despite the pop in VIX, the VX did not pop as far despite SEP lifting the curve up. Decided to take this off quickly for a "scalp" Closed at...
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