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if it was me... and i didn't think that the market was expecting a decline.. meaning the move isn't priced in.. i would just outright by a deep otm put. but expect to lose your money..

If you buy varswaps your long vol... your buying future realized vol in relation to a strike derived from a snapshot of implied at issuance.. your not directly long implied or short implied... your long or short realized vol in relation to the issuance snapshot of implieds... Being short...

Once struck..by the snap shot of the spx's implies then its all realized vol that changes the price of the futures... if implies go up inside the lifetime of the contract then that doesn't necessarily mean realized vol increases. Implieds only are meaningful at issuance. Granted most likely if...

do the options already imply a 80 dollar move?

w.r.t. ? i was trying to express that selling a straddle atm or butterfly is some what like a variance swap.. maybe it makes no sense.. but your basically selling the current implied distribution at the risk of the varying future actual distro.. you sell a fixed implied and risk a varying...

well if you sell a butterfly spread .. you have just swaped current implieds for future implieds.. meaning.. you took the fixed number and exposed yourself to the risk of the varying future realized number. the vol number you sold the butterfly at is what the variance strike represents.. there...

not that i've looked very far into it.. but they look similar in construction .. but contract months correspond with the spx index options listed on the cboe.. where as the 3 months don't state that they do.. and it would make alot more sense to hedge with futures that expire along with the...

I get this part... Vix futures your betting on a fwd vol number.. say if you bought jan vix futures.. your betting that it will settle above what you bought it at.. but because its nonlinear in fashion you can trade out at any point when you hit your profit target or upon your stop loss...

you looking at the wrong product.. http://cfe.cboe.com/Products/Spec_VA.aspx

which happens first.. QQQ goes up then spy.. or vice versa? can anything be said about that?

I'm still at the "I dont get it stage". I get variance swaps... but I don't get what the everyday price changes in the futures represent... in layman's terms.. I obviously need to look at the equations longer to

There's some constructive criticism

I'd also like to hear the ways this might have advantages to the Vic futures .. and or what else can be done with it... I've heard that an entire options book could be most simply described as a variance swap...

Perfect timing!

hiring a programmer you could make a career out of.. they hold you up at Gun point if your not careful.. not following any stardardization, using proprietary languages/frameworks that are very unsaturated... such that when you wanna leave them its worse then getting a divorce.. and they all try...

Ninjatrader is one thats has a wysiwyg for that sort of thing....

when do you think taking a look at the pre/intra earnings month calenders will come into play? on apple or goog..

i just would bet jones is buying buy out opportunities.. cheap bets.. honestly.. buying a leap in this name might not be a bad idea.. tons of beat down built into those stocks.. i'm still holding 15 striked calls that have been worthless for A REALLY LONG TIME.. Znga.. i paid a grand.. i bought...

+1 you wanna read about things no one wants to talk about... http://www.psychohistory.com/index.html seems like kids have it good these days.. either way... this is leverage for the liberals.. i have shot alot of guns.. my brother is in the navy and part of a shooting team in which...

http://www.interactivebrokers.com/en/?f=%2Fen%2Ftrading%2Fexchanges.php%3Fexch%3Dcfe%26amp%3Bshowcategories%3DFUTGRP%26amp%3Bib_entity%3Dllc i talk to IB .. but i was driving at the time... he steered me here.. said it didn't look like they offered trading in the product? but they could upon...