Vix Futures

Discussion in 'Index Futures' started by CashKing, Nov 19, 2010.

  1. CashKing


    Anyone trade them? Curious if the bid/ask spread intraday is 1 tick like CL or 6E for example. Also does the ND trade tight as well? My broker doesn't offer them so I have no way to watch them in my DOM. Thanks.
  2. bunch of bs in the vix futures including cl and gc vix. The s&p vix futures option market makers barely use the futures for hedging they use other options so that should tell you no real point to trading the futures...Probably better to just do synthetics in the options if you want to trade the futures.
  3. CashKing


    I didn't plan on using them to hedge. Does anyone know or can they check to see if they Vix futures are liquid, meaning there is a tight bid/ask spread. Is the ND liquid? The Nasdaq mini is way to small of tick size for my style. Thanks.
  4. no I understand that I'm saying if these guys need to hedge and won't hedge in the underlying the liquidity in there is horrid and thin. I have the Z futures trading 15,898 lots on Friday.

    You might be able to trade in there I have the bid/ask 20.45/20.50 pretty tight but just be prepared for people to push it around fairly easily. I guess it really depends on what you want to do in there.
  5. CashKing


    Ah Ok, thanks. Looks like a .05 spread. I was hoping it was like crude, .01 spread. That is what I would need for the market to fit my style. Thanks.
  6. Hey - do you guys short vol by selling out of money calls and puts simultaneously - then buying them back when vol decreases - or how do you play that?
  7. TeganZ