W Whistlingleaf Jul 27, 2007 #2 What happens if you wake up tomorrow and there has been a major event and the VIX is at 50?
R rallymode Jul 27, 2007 #4 Quote from pumpanddumper: Do it. Topped at 24 More... I tried but my broker says i can't short a cash index. Any ideas?
Quote from pumpanddumper: Do it. Topped at 24 More... I tried but my broker says i can't short a cash index. Any ideas?
S Surdo Jul 27, 2007 #6 Quote from trader225: Isn't shorting the VIX bullish? More... It's a fear indicator, so if you think the market is done going to the bathroom, buy OEX calls. I do not think the correction has subsided. Although, that is a nice VIX spike! surrrrrrrrrdo PS: We are almost done, NQ1900, ES1440 look like like train stations......13100ish on the dow.
Quote from trader225: Isn't shorting the VIX bullish? More... It's a fear indicator, so if you think the market is done going to the bathroom, buy OEX calls. I do not think the correction has subsided. Although, that is a nice VIX spike! surrrrrrrrrdo PS: We are almost done, NQ1900, ES1440 look like like train stations......13100ish on the dow.
R rosy2 Jul 27, 2007 #7 Quote from rallymode: I tried but my broker says i can't short a cash index. Any ideas? More... there are vix futures. and there's options on the vix, so you could do a synthetic (buy a put and sell a call)
Quote from rallymode: I tried but my broker says i can't short a cash index. Any ideas? More... there are vix futures. and there's options on the vix, so you could do a synthetic (buy a put and sell a call)
E Enfinity Jul 27, 2007 #8 LOL...you crack me up. Too bad Corzine is out of Goldman...haha. I am sure JM would be happy to provide a reference on the soundness of your short vols if you need one! Quote from atticus: He'll call Jon Corzine. More...
LOL...you crack me up. Too bad Corzine is out of Goldman...haha. I am sure JM would be happy to provide a reference on the soundness of your short vols if you need one! Quote from atticus: He'll call Jon Corzine. More...
R rallymode Jul 28, 2007 #9 Quote from rosy2: there are vix futures. and there's options on the vix, so you could do a synthetic (buy a put and sell a call) More... Yes, i can read a CBOE brochure too. Thanks. I was referring to shorting at 24 as the op suggested so eloquently.
Quote from rosy2: there are vix futures. and there's options on the vix, so you could do a synthetic (buy a put and sell a call) More... Yes, i can read a CBOE brochure too. Thanks. I was referring to shorting at 24 as the op suggested so eloquently.
W whitster Jul 28, 2007 #10 the problem with the VIX futes is the spread (usually) sux and they don't track the underlying VIX very closely at all.
the problem with the VIX futes is the spread (usually) sux and they don't track the underlying VIX very closely at all.
