Ending Q1
- Thread starter ajacobson
- Start date
Trading options on vix futures last month has been the most profitable time of my trading career, I hope this high vol. environment would be here to stay.
You do realize that these are options on the vix index, not vix futures? There are some important differences, if case you're wondering.
Yes, however for longer dated options I model the futures contract as underlying, on the expiration date it's obviously the same.
Thanks for pointing that out, I have heard many sources quote vix options as options on futures, hence I used it too falsely.