Getting short Volatility

Discussion in 'Options' started by EliteTraderNYC, Oct 6, 2015.

  1. No one's going to be able to talk OP out of it. He'll have to learn at the school of hard knocks.
     
    #21     Oct 7, 2015
  2. Sorry for resurrecting this old thread. You can indeed trade variance swaps, they exist after all and also they accomplish exactly what the op is asking which pure exposure to volatility.

    Now, of course you will need an ISDA to trade them, but if you don't have one there is always CBOE variance futures that are open to retail.

    We might have finally some volume after fours years of quotes for this "novel" product.
     
    #22     Mar 19, 2016