vix margin raised @IB

Discussion in 'Trading' started by gaj, Aug 16, 2007.

  1. gaj


    from IB:

    Effective immediately, the minimum margin for all VIX calendar spreads (index options and futures) will increase from $150 to $250.

    so, if all the smart people are selling volatility and getting killed here on one of those black swan moves, the vix can run to what, 50? and then the time to sell?