Recent content by vixfix

What about waiting that two diffrent expiration get close, almost identical value and then short the nearest expiration and be long the further out expiration. example : On monday may 10, 2004 the august and november where almost identical ( 0,9 difference ) So as soon as the vix falls the...

How do you rollover your contracts What expiration do you use ? With the time premium of 3 points it is expensive to keep the contract a long time

Good thread vixpill There is a way to replicate the vix with options. It is possible to isolate the vega and be neutral theta, gamma and delta. But, the question was what for trading synthecaly the vix since we have the futures. It gives you the possibility to trade the vix future...