Yea, sorry closed it at the time of the R/R. I didn't mark it as it was a small hedge. Resulted in $0.04 off the R/R gains.
Holding out of sheer curiosity. Not a big position, so no biggie if it falls apart, just want to see how it all acts. I did sell the 15 puts, btw.
It's at max gamma so you're see some MTM volatility in the position here IF you were still holding the puts.
interesting to me.. it was like i had the timing perfectly.. i exited at 2.60 exactly right before the move... that 640/660/685 worked out great if i would have just held one more day... coulda woulda shoulda.. i don't feel bad about it.. shit happens..
Yeah still holding them. Mostly I want to observe that behavior, as I've never actually been long puts on the VIX. No better way to find out what you're dealing with than to be in them. The frequency distribution of the VIX is Pareto-like, and given that I'd like to see what happens as the VIX moves around with these options. I wonder how the mm's model these things.