What a move! I was being greedy and was aiming to hold Oct/Nov to 2.00. Ended up barely scratching at .91 (original long from .80 but hedges and...
The skew didn't exist prior to '87 right? Or am I getting that confused?
What peaked my interest was "The Hawaii pension is dedicating over 10% of overall assets to put writing in an effort to "mitigate risk." "...
http://www.wsj.com/articles/pensions-play-with-puts-for-protection-1471777202...
Hi, nice journal you guys have going here. I dabble in vxx and some futures spreads, but am still relatively new to volatility products. I'm...
Separate names with a comma.