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  1. J

    CBOE Variance Futures

    are u hedging any delta?
  2. J

    CBOE Variance Futures

    cool - i see the print on my bbg. hah Time Size Price 14:06:24 8 «14.75
  3. J

    CBOE Variance Futures

    also, 14.75 just traded 50k vega notional in idb - for color.
  4. J

    CBOE Variance Futures

    ok - i was just curious, not tryin to be all up in ur business. idb is currently 14.75/15.5 if that helps.
  5. J

    CBOE Variance Futures

    and whats the size?
  6. J

    VIX fly / spread journal

    can anyone recommend a good book? not an instructional trading book, but just a solid book to read. could be philosophy, history, anything.
  7. J

    VIX fly / spread journal

    nevermind - got it.
  8. J

    VIX fly / spread journal

    Its fine- would u mind explaining to me what a synthetic and native is?
  9. J

    VIX fly / spread journal

    i see some opportunity i plan to get in on tomorrow.. will post if i do. does anyone else have positions in vix futs?
  10. J

    UVXY why is it down

    I think this is one of the biggest waste of money decision you can make. Sure it's possible there are vix spikes this year, but youre going to park your money in something that has huge bleed everyday just to have it get to the single digits (or have a reverse split) and then hopefully pop back...
  11. J

    VIX fly / spread journal

    enough was enough on the feb/mar.. i don't think i have much edge there. closed it at 1.28 and i'll look to add to it over 1.60 i closed an apr/may at 0.65, not much of a scalp. high today on it was ~.72. current position is: 1x apr/may from 0.53 1x apr/may/jun fly from -0.20
  12. J

    VIX fly / spread journal

    i'll be on the lookout to reduce this and the feb/mar into the weekend
  13. J

    VIX fly / spread journal

    i am now long 2x mar/apr spread. i entered the 2nd at 64
  14. J

    VIX fly / spread journal

    i realized i didn't post this. i sold a feb/mar @ wed close for 1.33 and bought it back this morning a little after the open at 1.23. i am still short 1x feb/mar spread avg cost .85 long 1x mar/apr spread avg cost .53 long 1x mar/apr/jun fly avg cost -.20 i'm not terribly fond of...
  15. J

    VIX fly / spread journal

    updated image: this includes current positions not just closed ones.
  16. J

    VIX fly / spread journal

    today i closed the jun/jul short. added long apr/may spread and short feb/mar spread the feb/mar is at an avg of 85. the apr/may is 53. below is the IB portfolio analytics report from journal inception through today.. ill post the next one at the end of march. my strategy is still being...
  17. J

    Bank of America blocks Zero Hedge

    Thats what mine did... just got access back lol. Wonder where ur at... ;)
  18. J

    VIX fly / spread journal

    do others have positions they'd like to share?
  19. J

    VIX fly / spread journal

    from here i'm looking for 40 - 60 cents, more than that would be great, 1 vol would be wondyful (but extreme)
  20. J

    VIX fly / spread journal

    i bought the belly (sold apr bought may sold june) -20bp to me is a good price
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