Hi,
I'd like to trade pur volatility, e.g. the VIX-index in time-frames (trade-open to trade-close) of 1 to 10 days.
Which instruments would you recommend to do so?
I've looked at CFE-futures but they seem not to follow the index alone because on some days the index is up while the future is down an v.v.
I've looked at CBOE-options but options at the money have a high relative spread (bid-ask) of up to 10% (e.g. 5ct spread with 50ct option price).
Thanks.
pri
I'd like to trade pur volatility, e.g. the VIX-index in time-frames (trade-open to trade-close) of 1 to 10 days.
Which instruments would you recommend to do so?
I've looked at CFE-futures but they seem not to follow the index alone because on some days the index is up while the future is down an v.v.
I've looked at CBOE-options but options at the money have a high relative spread (bid-ask) of up to 10% (e.g. 5ct spread with 50ct option price).
Thanks.
pri