D darkshogun Jul 11, 2013 #1 When trading multiple calendar spreads on SPY, would holding a position on the VIX or VXX such as a put, reliably provide adequate protection against an unwanted drop in volatility of the calendar spread options?
When trading multiple calendar spreads on SPY, would holding a position on the VIX or VXX such as a put, reliably provide adequate protection against an unwanted drop in volatility of the calendar spread options?
