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yes - i essentially moved what was short jan feb spread to the dec jan spread, it will only last a few days, but i think it has the potential to make some money as well. all in all i am long dec, short jan, short feb, long mar.

FYI - the exact same thing happened last dec.

my thought is that as we approach maturity (and get very very close) dec HAS to converge to spot. if vols go bid spot is generally moving the most (up or down) and i would expect people to lift dec to make it stay in line with spot as maturity gets closer and closer. edit (i only answered one...

i am not looking for 20-30 point drop in spooz (even though one would be great :D) perfect example is september. 10d realized vol from sept 9 to sept 17 was ~7 each day. spot vix was on the decline and FOMC was scheduled for sept 18. below is the value of the sept/oct spread for that...

i am not only in dec jan, i am long the feb mar spread (in a ratio to dec/jan) as well, so i am hoping that one widens out a bit. i know that i was burned in october, and while the general thesis is the same, the overall conditions are not (i.e. in oct vix was in the high teens and news was...

minutes are out dec 18, day of expiry. the thesis is front end of vols will maintain a bid ahead of the announcement. im not going to hold it through expiry, i'll close it prior to.

i sold dec/jan spread here (long dec, short jan) i think with spot >= dec and little time to maturity + fomc on the horizon it has potential to earn some over the next week. i also am short vol elsewhere on the curve

Wachovia hasn't been around for some time now, he may not even know who that is. :D

given that all spreads had continued lower except the jan/feb.. i added a jan/feb back on at 95 earlier this am.

i took the jan/feb leg off at 91. the front fly had dropped all the way to -25c and then started to catch a bid back up, this was shortly after the front spread got a strong bid at 68 and swiftly went back up to 80 (which one of u was it?). i did get to see my fly trade at 19, which is...

i had traded the jan/feb/mar fly (long the wings) last week at 47 and covered it this am at 26 (21c gross profit) the front moved a lot EOD (although this fly did not move THAT much) i re-entered it @ 32 in after hrs. honestly i thought that the flattening in the front was potentially coming...

it was not to my disadvantage - i actually caught a little bit of the move, but i was more observing and curious as to why it happend so i can try to take advantage if similar conditions arise. i wouldnt have imagined such a large move with relatively nothing going on otherwise (unless it...

if you need me to post some pics i can, but what i'm talking about is the front spread (dec/jan) vs the other month-to-month spreads over the past week. last week the spread was as high as 1.8. vix has come down since then, the rest of the curve has steepend (jan/feb, feb/mar, mar/apr...

does anyone have any opinions on whats been going on in the front end of the curve this past week? are vol levels perceived to be too low and people are interested in buying dec, hence lowering the front spread/fly a lot? its weird because no other month-to-month spread is having a...

it seems like we have a differing point of view, but it also seems like you're extrapolating "120k" way too far. for people that are coming out of college and already in debt (an extremely large % of graduates these days, including myself) job security is not a bad thing, especially a job...

sounds similar to me, except i'm the junior. its a great place to be for what i aspire for and i'd recommend other young people to get the illusion of turning your savings of 10k to 10m in a few years out of their head sooner rather than later so you can accrue some bonuses and knowledge while...

maverick, chill. I do not think that at all and thats what im trying to point out to the people on this thread.

i don't think this salary is for a person out of undergrad

thx njrook - the only consideration of politics that i put towards my original trade decision, was that it would take the politicians until the deadline to figure it out and that the undecided event would keep a bid on vol at some level and enough to maintain spot vix > front futs...