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Japanese version of VIX???
- Thread starter adamchubb
- Start date
Short N225 straddles @ SGX and you'll be selling volatility. Note: That's how Nick Leeson blew up over Kobe.
Quote from Butterball:
Excuse me, but weren't you the one who asked?
Q: Is there any Japanese version of VIX contract?
A: Short N225 straddles @ SGX and you'll be selling volatility
it's always frustrating when someone think they've given an answer, but in fact, they didn't quite read the question correctly.
Quote from adamchubb:
Q: Is there any Japanese version of VIX contract?
A: Short N225 straddles @ SGX and you'll be selling volatility
it's always frustrating when someone think they've given an answer, but in fact, they didn't quite read the question correctly.
You posed two questions: 1) "is there any Japanese version of VIX contract???" and 2) "perfect opportunity to sell vol, but the question is how."
You've been given the the Japanese version of the VIX index as well as a method to sell volatility. It seems the problem is with how you've worded the question. Specifically there is no "VIX contract", you're probably looking for a tradeable asset based on the VIX index.
Off-hand, I'm not aware of such a contract which leaves you with two choices, either sell straddles or call your broker and see if they offer the type of instrument you're looking for (after all, it's irrelevant if ET tells you about a contract you can't access through your broker).