same thing that happened to all the grains corn, wheat and cotton, got destroyed...Corn was limit down, profit taking.
I'm sure it'll be just as thin as the regular vix outrights, hopefully the options are liquid.
http://cmegroup.mediaroom.com/index.php?s=43&item=3062
I'm not sure that has anything to do with spreads or at least not all the time...just because the depth looks like it's relatively thin for the...
https://www.theice.com/marketdata/reports/ReportCenter.shtml Just look in there, settlement times are under each product. Not sure where to...
I have to agree CT Z0:CTH1 is pretty wild and profitable :) It amazes me though that the N1/Z1 is above $10.00
1) it needs a breather 2) these levels are not sustainable, I mean we saw what happened to the hedgers last time this happened.
I meant to say you have to leg the two spreads but not a big deal to do.
It's accurate using the spread convention I gave you, I wouldn't say the same for the butterfly since you can't trade those through an exchange...
yes it is a $4 limit, watch out belowwww
= 'cl x0' - 2*'cl z0' + 'cl f1'
cl v0:clx0 etc
yeah cl z0/clz1
next few days in vo/x0 should be interesting and most likely thin I'm guessing, you can definitley trade intraday just watch out for the sweep and...
avg volume of 110 options a day makes sense
soon
just don't be long the v/x spread or the v outright on expiration...simply sell out of it before hand and you should have no problems, considering...
v/x holding -.93 level for now, came off of there last night, we'll see how long that keeps.
October vs December...I figured if October(V) has such a small range and the spread has an even smaller range, Z can't possibly have gapped 200...
The cme does not say Tuesday Sept 8 it says the 7th , so what it's saying is it opens today for tomorrow trade date like it always does but...
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