VIX fly / spread journal

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

  1. Jgills

    Jgills

    unwinding that here.. the fly was about -0.40 at that time, now its 0.05
     
    #461     Jun 20, 2016
  2. Jgills

    Jgills

    heres another one i like. + sep - oct + nov, i see the fly about 0.90 here. aiming for 0.50. i like this one a lot.. any thoughts?
     
    #462     Jul 20, 2016
    cdcaveman likes this.
  3. Fed meeting is late Sept after Sept expiry inside Oct... That's why I am figuring Oct is holding up
     
    #463     Jul 20, 2016
  4. Jgills

    Jgills

    well, it went way higher than where i put it on. up to about 1.3. i added a little bit around 1.1, but i'm unwinding the majority here around 0.72. too bad i was way too early.
     
    #464     Aug 16, 2016
  5. To bad nothing... Good trade.. everyone is always early in and early out...surprised you ratio on that one...
     
    #465     Aug 16, 2016
  6. Jgills

    Jgills

    What do you mean ratio? The ratio was
    1 sep -2oct +1 nov nothing funny there.
     
    #466     Aug 17, 2016
  7. stuntman

    stuntman

    Hi, nice journal you guys have going here. I dabble in vxx and some futures spreads, but am still relatively new to volatility products. I'm curious what your outlook is on jan/feb/march??

    If I was of the opinion of continued central bank accomodation, a Hillary victory and overall neutral/lower volatility, irrespective of the shape of the curve, I would then want to be +jan/-2 feb/+march, correct?? That is, if I don't want to take a position in anything prior to Dec contract.

    That said, I am -oct/+nov from .80, but I have options on that bring my 'cost' much higher, somewhere around 1.06. I trade/scalp around the options and vxx, adjusting my cost.
     
    Last edited: Aug 18, 2016
    #467     Aug 18, 2016
  8. stuntman

    stuntman

    What a move! I was being greedy and was aiming to hold Oct/Nov to 2.00. Ended up barely scratching at .91 (original long from .80 but hedges and such brought my cost to .90). It was trading 1.39 yesterday, oh well.

    I'm now +jan/-feb from .32 , its currently positive at .26 but I'll have a short hook on this and look for a reversal in the market.
     
    #468     Sep 9, 2016
  9. Jgills

    Jgills

    Here's one I like.. +mar -apt. Entered here around 0.90. Merry Christmas!
     
    #469     Dec 24, 2016
  10. Jgills

    Jgills

    these days have been pretty slow for me. im not messing around in spreads for now, but just some outright vix futures in the middle of the curve. has anyone been doing much?
     
    #470     May 6, 2017