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I had not considered VXX directly. But it looks like it would be good as well. But it appears to be just as illiquid as the UVXY options. Or am I missing something?

Thanks for your insight. My purpose in using VIX options was to hedge my portfolio during volatile times. Currently I'm using UVXY options, but they are not very liquid. VIX options appear to offer the same type of protection. I currently own the June 2021 120 call contract.

I was hoping I could use the VIX data along with maybe the VVIX data and the options equation to calculate an estimation of the historical option prices. This is my attempt at doing it for free because I'm being cheap! haha

I am looking to do some back-testing using VIX call option prices to test the feasibility of a strategy and to get a better idea of the risk metrics of the strategy. Has anyone had any luck with this type of thing? I would be looking to get rough pricing of around 6 month out call options that...

My positions are long in general. I say that I'm hedged or want to hedge just to reduce some of the volatility given a down market or pandemic scenario. With the hedge that I would like to put on, I am not betting on the downside to make high returns, but just to have lesser big swings in my...

Looking into some historical prices of the e-mini S&P500 futures contracts and did some quick hedging scenarios. It is a good way to hedge the downside, but the upside gets hit hard if the market goes up. I do like the option play a little better since the prices can grow exponentially which is...

I agree. But I still think it is a good hedge in normal bear markets. What would you suggest as an alternative to gold? Hedging only with options/fututres?

Thanks for that recommendation. I've used the website you suggested before. It's a great tool. I'm happy with my asset allocation. However, the Covid market seemed to make everything fall.

Yes, I've considered the %. Anything much higher than 0.5% is too much of a headwind. My returns get better without an additional hedge at that point. I'm looking at SPY put 200 strike from 0.24 to 14.45 (1/2/20 and 3/18/20 respectively). That type of price increase looks good for a hedge at...

Can you elaborate on how this would work? I don't have much experience with futures.

Cashed out? So put stops in for my positions? I agree on the fundamentals are way off.

I think you're right about the SPY puts. They are the most liquid. Of course now the IV is making the prices much higher. Also, my portfolio has about 15% Gold exposure, so I think that is adequate for now.

I currently have a portfolio that was hit hard during the Covid-19 fall that bottomed out this past March (-40%). Thankfully, I'm close to breakeven on the at today. The portfolio is a variation of a Risk Parity portfolio with allocations in Gold, Bond, and Equities. I did consider this...