What about waiting that two diffrent expiration get close, almost identical value and then short the nearest expiration and be long the further...
How do you rollover your contracts What expiration do you use ? With the time premium of 3 points it is expensive to keep the contract a...
Good thread vixpill There is a way to replicate the vix with options. It is possible to isolate the vega and be neutral theta, gamma and...
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