By selling the calendar I mean selling the calendar. Buying shorter dated and selling longer dated
Today I entered into some new positions, the opportunity I see is selling calendar spreads pretty much everywhere on the curve. I choose selling...
funny, I'm long sep. I've been trying to just trade it around for 20bp here and there.. maintaing a small long. much easier 20bp than spreads...
these days have been pretty slow for me. im not messing around in spreads for now, but just some outright vix futures in the middle of the curve....
Here's one I like.. +mar -apt. Entered here around 0.90. Merry Christmas!
What do you mean ratio? The ratio was 1 sep -2oct +1 nov nothing funny there.
well, it went way higher than where i put it on. up to about 1.3. i added a little bit around 1.1, but i'm unwinding the majority here around...
heres another one i like. + sep - oct + nov, i see the fly about 0.90 here. aiming for 0.50. i like this one a lot.. any thoughts?
unwinding that here.. the fly was about -0.40 at that time, now its 0.05
yeah you can do all sorts of things to play the surface how you want, i just try to keep this journal pretty simple and stick to vix futures.
vols really moving this past week. the trade i like here is - jul + aug - sep. thoughts?
just look at what the call is worth, and what you're implicitly selling the call for when you trade this thing. if you're selling the call for...
end of another year. i hope everyone was able to survive. i was able to squeak out 19.5% this year (on capital, no adjustments for leverage etc),...
now that we have been in a different vol regime/spot regime than we have seen in a long time has anyone changed the trades they are doing? are...
i hope some of you made some money on that!
the trade i love as of right now is + oct / - nov and adjust whatever ratio's you've got to be net long or short vol as you please.
IB sucks for keeping up with margin etc. its 2k to trade oct/nov spreads but 5.5k to trade nov dec spreads. lol.
mac - how are things going with keeping the high sharpe? this year has been dry of opportunity until recently, for me atleast.
how are you doing through everything this week?
Sure i will keep my eye on it. i probably won't be too active posting in here but i'll do my best. does anyone have any trades on or ideas here?...
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