C ctarmor-et Mar 6, 2008 #21 Quote from mizhael: I think that's a great idea. Since I am forecasting vols, why don't I directly trade $VIX... ... Hopefully it has lower spreads...because I am doing 1 day trades... More... You cannot get an closer to trading volatility. Trade VIX options accordingly .. althouthe the spreads close to 1 Delta are widers, you can just expose less capital to wait for some profit....
Quote from mizhael: I think that's a great idea. Since I am forecasting vols, why don't I directly trade $VIX... ... Hopefully it has lower spreads...because I am doing 1 day trades... More... You cannot get an closer to trading volatility. Trade VIX options accordingly .. althouthe the spreads close to 1 Delta are widers, you can just expose less capital to wait for some profit....
M MTE Mar 7, 2008 #23 Quote from mizhael: Any thoughts about how options on VIX should be priced? More... Options on VIX are priced off of corresponding futures.
Quote from mizhael: Any thoughts about how options on VIX should be priced? More... Options on VIX are priced off of corresponding futures.
M mizhael Mar 7, 2008 #24 Quote from MTE: Options on VIX are priced off of corresponding futures. More... Can you please elaborate more on the pricing of VIX options and VIX futures?
Quote from MTE: Options on VIX are priced off of corresponding futures. More... Can you please elaborate more on the pricing of VIX options and VIX futures?
M MTE Mar 8, 2008 #25 Quote from mizhael: Can you please elaborate more on the pricing of VIX options and VIX futures? More... See here.
Quote from mizhael: Can you please elaborate more on the pricing of VIX options and VIX futures? More... See here.
