Assuming by levering up, you mean deeper OTM puts, this is the strategy Taleb used to make a killing off of 1987.
http://www.eurexchange.com/exchange-en/products/vol/vstoxx/vstoxx--futures-and-options/Options-on-VSTOXX--Futures/2893626...
I remember what it was now. Good posts on taxes for mtm traders and tax avoidance in general that I found via google searches.
Thank you. I can't remember exactly. I've been lurking for a little bit. The posts here are much better than anywhere else, so I signed up.
After what they did to their VIX products, they're dead to me.
Options are created whenever a buyer and seller trade while both opening a new position. Options change hands whenever a buyer and seller trade a...
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