How is shorting VIX right now not free money?

Discussion in 'Options' started by seakraken, Jun 13, 2020.

  1. Sig

    Sig

    Or several of the airlines can declare chapter 11, as almost all have at least once before. The company remains, but common shareholders go to zero and don't come back when the company comes back.
     
    #21     Jun 14, 2020
    BlueWaterSailor and guru like this.
  2. By default you're already short the VIX, by just being naked long equities in your stock/retirement portfolio. The "free money" to be made was back on the March lows when the VIX was printing close to all-time highs at 80+.

    In this new market regime where there's so much uncertainty and zero future earnings visibility, the VIX is probably a screaming buy when it dips in the 20s. I don't see it going back below 15 (it's approx. long-term average) anytime soon.
     
    #22     Jun 14, 2020
    ironchef, shh, ET180 and 1 other person like this.
  3. ironchef

    ironchef

    I like your second level thinking.
     
    #23     Jun 17, 2020
  4. bh_prop

    bh_prop

    You might very well be right about VIX long-term, but margin buying SVXY for the long haul? I can't think of a surer way to lose $$. One volatility "event" and you will find yourself in a completely unrecoverable situation.

     
    #24     Jun 17, 2020
  5. Never understood why option sellers will continue to aggressively sell premium even with the VIX below 15. You are essentially doubling down on your long equity portfolio near the market highs. You should be doing the exact opposite to protect your paper gains in your long only/retirement equity portfolio.

    Then they wonder why they lose more than half their net worth (retirement account + trading account) when the market crashes.
     
    #25     Jun 17, 2020
  6. .sigma

    .sigma

    im Long A 3 buck wide vertical in VXX,

    with my own greenbacks..

    wish me luck Sek!
     
    #26     Jun 18, 2020
    Sekiyo likes this.
  7. .sigma

    .sigma

    depends what they’re selling, Georgy.

    just because VIX is below 15 doesn’t mean there’s not some juicy risk premo laying around
     
    #27     Jun 18, 2020
  8. .sigma

    .sigma

    My cousins cousin was one of the developers of the XIV. He is a very jolly fellow, for some reason at family get togethers he’d always be galavanting and skipping around like a jolly old fellah. Damn phynanciers.
     
    #28     Jun 18, 2020