VIX fly / spread journal

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

  1. Long and short generally mean if it was put on for a debit or a credit. The canonical calendar spread is long the far month and short the close month. Those are always for a debit, therefore it's a long.
     
    #491     May 17, 2017
  2. Pretty long discussion on which way to say it. For sake of simplicity, why don't we just put -jul/+aug or something when listing the positions or if not just quickly ask if you want to clarify something and move on with the discussion to something pertaining to the actual position.

    With that being said, I kind of like the position @Jgills, looks like it is moving in your favor a bit today
     
    #492     May 17, 2017
  3. good timing... just hoping we actually get some vol here.. would love 20+
     
    #493     May 17, 2017
  4. Jgills

    Jgills

    Yah today was a good day, lets put the naming conventions behind us and stick to the trades and ideas. Still have some aug sep on and took off the jun jul. Wasn't really expecting this but happy it happened
     
    #494     May 17, 2017
  5. Jgills

    Jgills

    does anyone have the latest trade ideas/research papers in the VIX space? I'm looking to see what is currently out there. thanks in advance :)
     
    #495     Oct 9, 2017
    Gambit likes this.
  6. Jgills

    Jgills

    What are everyone’s thoughts at this point?

    I think mid term futures are too low for what’s going on. I wouldn’t touch feb Vix at this point. I think spx gamma is way too low with 1w straddle around $59. I can keep going but I want to hear others before biasing anything.

    Also, I hope no one following me has blown up.
     
    #496     Feb 8, 2018
  7. I made it through... make sure to take note of the feb 6th margin update
     
    #497     Feb 8, 2018