riskarb's trading journal

Discussion in 'Journals' started by riskarb, May 13, 2006.

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  1. Directional bet on volatility, not on the SPX...


     
    #431     May 30, 2006
  2. I know but since vix call premium increases cannot catch up to put premium increases during a selloff, i fail to see the benefit of using vix options vs a straight up put in a directional trade unless you expect the vix to keep rising in the short term while the market is rallying.

    coach, what's your reasoning?
     
    #432     May 30, 2006
  3. I expected vols to actually increase over the next 2 months, hence the ITM AUG calls. I bought them at $1.65 and they are around $2.20. I do not understand the comparisons between a vix directional bet and a long put? One has nothing to do with the other really since I am not predicting a market crash, just a ratcheting up of vols over the next 2 months. VIx increasing is not necessarily a directional play as the market can churn over the next 2 months and VIX move over 20%.

     
    #433     May 30, 2006
  4. I see your point now, i edited my post as you replied. Interesting trade.
     
    #434     May 31, 2006
  5. I think it will plateau after the end of JUne Fed meeting so if we could goose the premiums a little more I will be quite happy. I am looking to get a steal for JULY put spreads with IVs this high. The skew has 100 points OTM at huge premiums, even 140 points or so. Looking forward to JULY positions :).

     
    #435     May 31, 2006
  6. I have avoided the vix options but it seems during the recent selloff, liquidity has improved significantly. So you expect the vix to move upward of 20 over the next month? Pretty bold bet if we don't continue to sell off.
     
    #436     May 31, 2006
  7. segv

    segv

    How is it going arb? It is too quiet in this thread.

    -segv
     
    #437     Jun 1, 2006
  8. Not too bold of a bet really since the calls are ITM. With another FED meeting and mixed news coming in on the economic front I think the next 2 Fed meetins will cause wild price swings. It is possible that our IV paradigm has shifted from the 11 - 14 range to the 15 - 18 range for now.

     
    #438     Jun 1, 2006
  9. I have a DAX double barrier, but haven't posted it here... waiting on the dealer. Nikkei position looking good. It's difficult to get a decent market on the gamma-trades, <14d. I will be trading 3-8w expirations from this point to improve on the edge loss.

    I've been busy the last few days with wife's first 2d ultrasound; we're having a girl in October. I'll be able to post with greater frequency.
     
    #439     Jun 1, 2006
  10. best wishes :) !!

    <img src=http://members.cox.net/jecoulter/frameset/images_portfolio/18_baby_stork.gif>
     
    #440     Jun 1, 2006
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