well, personally, i wouldnt run this fly here without the long front vol position so in that sense you can call it a hedge (and from my empiric...
seems i was a bit too conservative - oh well.
looking to add a nov somewhere below 18 - i think i can get some today
yeah your trade doesn't seem like the best way to be short nov vol to me. i think the ps is much better for u
this is one of those occasions where i don't hold it so long. i sold this @ 18.80. net pnl = 1.15 vol
i got one more nov at 5bps over unch on the day. 17.65. looked great at the time. the notional on my fly is much larger than that of the total nov.
did you sell 2 18 puts and buy a 14 and 20? or am i reading it wrong?
can I ask what your thesis is? or do you just believe pricing is in your favor?
hi all - i've been around this and other forums for a little while and i decided it was time to start journaling on here. i've spoken to a few...
do you know if there is a way to trade vstoxx through IB?
Not a fequent poster, but am a frequent reader.. figiured i'd start posting some as well. bought the belly on the jan/feb/mar vix fly (futs)...
Then maybe you should paper test your strategy while you save up money to trade it the most efficient way.
exchange for physical prints have an "EX" next to them, where as other prints may have an "SP" for spread, or no designation next to it, which i...
the past few days I have seen a bunch of EX (Exchange for physical) prints in the sep vix future. the size is typically pretty large (>1K...
... is this sarcasm?
i'm here watching.. but not too much to post. do you guys use automated strategies or are you executing yourself?
with all the talk of volatility in the market, i figured i'd ask how you're all feeling. bullish? bearish? i don't want to tell you?
what about positions that are ongoing? some people don't close a position every day to post a p/l for
ok - here are the descriptive stats: average spread: 0.7% median spread: 2.6% stdev of spread: 8.79% and you're right, i know nothing...
when you say percentage points, it is synonomus with vol points, correct? you want me to run the statistics on what i posted? what is it...
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