hedging a vix bear call spread

Discussion in 'Options' started by stochastix, Mar 13, 2023.

  1. destriero

    destriero

    I'd do this.
     
    #11     Mar 13, 2023
    Adam777 likes this.
  2. whats inst is that
     
    #12     Mar 14, 2023
  3. Overnight

    Overnight

    I'm gonna guess the NQ.
     
    #13     Mar 14, 2023
  4. emulimu

    emulimu

    NDX
     
    #14     Mar 14, 2023
  5. destriero

    destriero

    Yes, it's NDX.
     
    #15     Mar 14, 2023
  6. emulimu

    emulimu

    I am trying to model that position. Could you please give a hint?

    I think I have pretty good idea of this. This is what I am doing nowadays but just wanted to confirm.
     
    Last edited: Mar 14, 2023
    #16     Mar 14, 2023
  7. I think he knows the ticker but wants to know how he structured that position. Some good sh*t when you can get the payoff line above zero at any price. It's like the holy grail of option positions so not sure why he is asking when he said he does that structure already.
     
    #17     Mar 15, 2023
  8. destriero

    destriero


    Send me a PM with hints w/o giving it away and I will confirm if you're close.
     
    #18     Mar 15, 2023
  9. emulimu

    emulimu

    Ok, I will work on this.
     
    #19     Mar 15, 2023
  10. destriero

    destriero


    Sure, you give me 15 words and I can tell you if the premise is there.
     
    #20     Mar 15, 2023