VIX fly / spread journal

Discussion in 'Journals' started by Jgills, Oct 22, 2012.

  1. I like it. Be mindful that Tuesday is the last trading day for the Jul. I believe the futures are automatically settled in cash according to Wednesday's VIX special opening quote (SOQ) if you hold through Tuesday's close.
     
    #211     Jul 10, 2013
  2. Jgills

    Jgills

    yep - i am aware. i will be out by teusday at close, i appreciate you looking out though :)
     
    #212     Jul 10, 2013
  3. Jgills

    Jgills

    out at 1.47. very small pnl, and as soon as i got out it went to 1.39. whoops, but wasnt exactly sure where it would go at this point, so wanted to be safe than sorry.
     
    #213     Jul 11, 2013
  4. good deal. I took the opportunity to dump some Sept 14 Puts that were gathering dust on the back shelf, from a straddle trade of old.
     
    #214     Jul 11, 2013
  5. Jgills

    Jgills

    sold 1.54 in jul/aug again....

    (i had actually done this at yesterdays close but didnt post till now)
     
    #215     Jul 12, 2013
  6. Jgills

    Jgills

    out again 1.47 ... probably just a few minutes before it runs to 1.38 again :D
     
    #216     Jul 12, 2013
  7. Jgills

    Jgills

    anyone doing much here? i'm just hanging out waiting.
     
    #217     Jul 18, 2013
  8. its not like there are many vix traders man!
     
    #218     Jul 18, 2013
  9. Jgills

    Jgills

    sold 1.4 on the aug/sep spread. join in guys!
     
    #219     Jul 19, 2013
  10. Jgills

    Jgills

    i closed it at 1.34.. not much, but given the amount the markets been moving and the position i was in i will take it.

    does anyone know, has there been a change in spread trading volume since the margin hike vs before the margin hike?

    what about spread trading volume as a % of volume for each contract?

    thanks.
     
    #220     Jul 25, 2013