This is such a natural hedge for me... I'm gonna end up doing 50-200 lots a month. One question though... can someone parse the expiration dates on these futures contracts? Does anyone have an expiration calendar? "The Wednesday that is thirty days prior to the third Friday of the calendar month immediately following the month in which the contract expires ("Final Settlement Date"). If the third Friday of the month subsequent to expiration of the applicable Volatility Index security futures contract is a CBOE holiday, the Final Settlement Date for the contract shall be thirty days prior to the CBOE business day immediately preceding that Friday." So... when does May OVX expire?
Hi heech, if you are with IB, just double click on the symbol in TWS, and you get the contract description with the expiration dates. For OVX May 12 it is May 15th.
All me. . I've done my share. That said, I don't care that much about liquidity if the current MM sticks around. The .25 spread, and I'm able to get .05-.10 inside of that, is great for me.
i hear you , same here..i live off .05 and .10 in vix. good luck and maybe i'll see you in there when you can get more than 2 months trading