VIX fly / spread journal

I was posting from a phone and did not see the other posts so I did not mean to kick you while you are down.

 

do others have positions they'd like to share?

 

I'd love to hear how SLE would position in front of this kind of situation

 

today i closed the jun/jul short. added long apr/may spread and short feb/mar spread

the feb/mar is at an avg of 85. the apr/may is 53.

below is the IB portfolio analytics report from journal inception through today.. ill post the next one at the end of march.

my strategy is still being worked on.

happy new year to all

wrong picture will update later

 

updated image:

this includes current positions not just closed ones.

 

i realized i didn't post this. i sold a feb/mar @ wed close for 1.33 and bought it back this morning a little after the open at 1.23.

i am still

short 1x feb/mar spread avg cost .85
long 1x mar/apr spread avg cost .53
long 1x mar/apr/jun fly avg cost -.20


i'm not terribly fond of the feb/mar position at these levels of vix, but with all the recent selling i think spot has some room to come back up and with feb already so low i may be able to make it work. i will be adding another feb/mar if i can get an appealing level to try to make my way out of it. i will post if i do, or if i do anything else.

 

i am now long 2x mar/apr spread. i entered the 2nd at 64

 

i'll be on the lookout to reduce this and the feb/mar into the weekend

 

enough was enough on the feb/mar.. i don't think i have much edge there. closed it at 1.28 and i'll look to add to it over 1.60

i closed an apr/may at 0.65, not much of a scalp. high today on it was ~.72.

current position is:

1x apr/may from 0.53
1x apr/may/jun fly from -0.20

 

i see some opportunity i plan to get in on tomorrow.. will post if i do.

does anyone else have positions in vix futs?