Massive VXX implosion is possible today

Discussion in 'Trading' started by shortie, Aug 11, 2011.

  1. #91     Dec 22, 2011
  2. No numbnuts, ES dropped AH. You took the bet and I confirmed it on a lower print than when you accepted the bet. Then you disappeared.

    WTF is my $50k? I am going to find you f*cko and disgorge it, physically. Here's where you were gloating about your expected win.

    [​IMG]
     
    #92     Dec 22, 2011


  3. Yeah, SPUZ dropped after hours. That's when I made the offer. You didn't accept until the next morning. Check it out. Order was gone long before that.
     
    #93     Dec 22, 2011
  4. No dipshit, ES was lower on my acceptance then when you made the bet. Regardless, you were more than happy to gloat mid-day that you were going to win.

    I am going to find you.
     
    #94     Dec 22, 2011
  5. Not sure anyone ever answered this correctly, though I may have missed an intelligent post or two amid all the noise. The reason is: spot VIX has an artificial jump up or down (depending on the fwd curve) once a month, whereas VIX futures roll smoothly through time.

    <i>The option with the near-term expiration is dropped from the calculation on the Monday preceding its expiration (3rd Saturday of the month) and a new far-term option is added.<i> http://cfe.cboe.com/education/vixprimer/About.aspx
     
    #95     Dec 22, 2011
  6. yes good point..this has been explained in other threads. its not a trade-able or exploitable thing on the spot move once they change the strip of spx ops calculated...that i know of lol

    the futures or options never react.
     
    #96     Dec 22, 2011
  7. Ok clown, its like this. On 7/2/2010, SPX closed at 1022. On the 4th (Sunday) ESU10 opened at 1016, a couple of handles below fair value. That session closed at 11:30am on the 5th (Monday, holiday) at 1012. Now about 6 handles under fair. PRIOR to the reopen at 6pm I challenged your "closing green" call. NOT UNTIL 9:20am ON THE 6th of July when ESU10 was trading 16 friking handles higher did you provide your response of "OK, you're on. Thanks."

    Well, its like I said. NOT A GTC order. Get a life and hang on to your vega.
     
    #97     Dec 22, 2011
  8. I am in Chicago for the holidays and I am going to bust you up if you don't pay the $50k + bill-interest. I know where you are.

    [​IMG]
     
    #98     Dec 22, 2011
  9. Convenient of you to confess to the crime before having committed it.
     
    #99     Dec 22, 2011
  10. It's going to be of little comfort to you. Your mouth writing checks (your ass can't cash) is going to haunt you.
     
    #100     Dec 22, 2011