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well, personally, i wouldnt run this fly here without the long front vol position so in that sense you can call it a hedge (and from my empiric view it does work as one), but i would run the long front vol position without the fly. i also didnt necessarily enter one BECAUSE of the other...

seems i was a bit too conservative - oh well.

looking to add a nov somewhere below 18 - i think i can get some today

yeah your trade doesn't seem like the best way to be short nov vol to me. i think the ps is much better for u

this is one of those occasions where i don't hold it so long. i sold this @ 18.80. net pnl = 1.15 vol

i got one more nov at 5bps over unch on the day. 17.65. looked great at the time. the notional on my fly is much larger than that of the total nov.

did you sell 2 18 puts and buy a 14 and 20? or am i reading it wrong?

can I ask what your thesis is? or do you just believe pricing is in your favor?

hi all - i've been around this and other forums for a little while and i decided it was time to start journaling on here. i've spoken to a few of you privately, some publicly, and thanks to all that have given me guidance. my trades are typically held over a week to month time frame, but...

do you know if there is a way to trade vstoxx through IB?

Not a fequent poster, but am a frequent reader.. figiured i'd start posting some as well. bought the belly on the jan/feb/mar vix fly (futs) this morning @ 0.02

Then maybe you should paper test your strategy while you save up money to trade it the most efficient way.

exchange for physical prints have an "EX" next to them, where as other prints may have an "SP" for spread, or no designation next to it, which i believe is outright.

the past few days I have seen a bunch of EX (Exchange for physical) prints in the sep vix future. the size is typically pretty large (>1K contracts per day, roughly 2.2k today 8/22/2012 between 12-1pm) does anyone know what these prints are from? is someone exchanging the corresponding option...

... is this sarcasm?

i'm here watching.. but not too much to post. do you guys use automated strategies or are you executing yourself?

with all the talk of volatility in the market, i figured i'd ask how you're all feeling. bullish? bearish? i don't want to tell you?

what about positions that are ongoing? some people don't close a position every day to post a p/l for

ok - here are the descriptive stats: average spread: 0.7% median spread: 2.6% stdev of spread: 8.79% and you're right, i know nothing about the trader implementing it, their size, or their expierence.

when you say percentage points, it is synonomus with vol points, correct? you want me to run the statistics on what i posted? what is it you really want to know- how does this strategy perform if you sell vol when its >20? or what is your threshhold? i'll test it if i can, but i would...