Smallest VIX cycle by range & VIX complex RV has been nowhere over the past 2 cycles, too... I'm sitting on decent profits from SVXY short...
Long vol has been a 'BDSM' trade of YTD...mainly due to weeks of premo bleed (even with decent entry) for a quick, sometimes even intra-day,...
I don't throw darts at a board. I bet on sure things.
VIX not too impressive, clear IV bid up as SPY -0.11% and VXX +3.52%. Typically presents a shorting opportunity, especially if it's more news...
Something to remember... [IMG]
Think about it...M8 goes as much down as M1, with 220+ days to go...who cares about the front - seems like shorting the back is the way to go :)...
bought some /VX May. I've considered doing some bear spread on SVXY for the opex 2 months from now, especially if we get the vol fader into...
Flat, cheap curve is the main reason without a question. I'm sorry, what do you mean by 'day count correction'? I use historical data for each...
I've hear there is an arb VX/VSTOXX trade right now, which puts additional buying pressure on the front. Anyways, here is the small graphic for...
Shorting VIX has been a hugely successful trade post-crisis, because of a general belief that real volatility will always be absorbed by the...
Thanks for the detailed analysis. I believe that the entry into this position, relative to the ratio of M1/M2 that VXX holds, is an important...
Yes, indeed. I will look more at the pricing, but overall it looks as low risk and high probability. I've tried to focus on "what's the worst that...
and car loan defaults are at ATH
I have also looked to employ the CoT report and long/short volume for the VIX complex. It would be nice to get some actual numbers on any...
As April is almost flat with May (0.29 M2-M1); [ATTACH]
Both ideas are great, thank you for your input! Some back-ratio could work, but it is dependent on many factors. I feel like 'legging-in' would...
Would do certainly better, than the purchase of VX futures / OTM VIX calls / etc, on a constant basis over the past 4 years or so. :) I'd say...
That's pretty much my point. :)
As I've said in the example above, it depends on the /VX Month and DTE, plus the price you've sold it at. It just seems, that people want to be...
A +5p jump in /VX brings a 0.6 delta put down to 0.00 for M1. P.S. I am really not sure, what could be better, than seeing 12P @0.7bid with 20...
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