VIX fly / spread journal

Quote from Jgills:

i hit the bid @ 17.90 a min ago.

pnl on trade + 0.90 vol

still have two nov left.

*edit* total pnl on journal to date is +0.45 vol and the avg cost of the remaining nov is 17.55
More...

closed another nov @ 18.05 at the close

i have 1 nov left with an avg price of 17.55

total pnl to date is +0.95 vol.
 
i lifted 18.25 on the nov.

current position is only in nov. avg level of 17.89

*edit* - also, i know this is a "fly / spread" journal and this position is only an outright.. but the spreads will come in time as well. i promise. lol
 
Quote from Jgills:

novy gettin crushed today. added at the close at a level of 17.15
More...

my avg cost from this is 17.69

i sold one at 17.50 this morning.

this gives me -0.19 pnl


total pnl to date is +0.76 vol with cost basis of 17.69
 
Quote from Jgills:

my avg cost from this is 17.69

i sold one at 17.50 this morning.

this gives me -0.19 pnl


total pnl to date is +0.76 vol with cost basis of 17.69
More...

lifted a 17.00... trying to make it out of this with some pnl still.

cost basis is now 17.43
 
it seems like your are going counter trend, I am not sure how good that would be with the vix.
Quote from Jgills:

lifted a 17.00... trying to make it out of this with some pnl still.

cost basis is now 17.43
More...
 
Quote from macintash:

it seems like your are going counter trend, I am not sure how good that would be with the vix.
More...

VIX is volatile. two days doesn't make a trend in this (in either direction).
 
Quote from macintash:

it seems like your are going counter trend, I am not sure how good that would be with the vix.
More...

you may be right, but vix is mean reverting (albeit over longer time frames), but there is some reversion to the intra-day/daily chop as well.

*edit* and what was said above ;)
 
I agree vix is mean reverting in long term, but you would not be able to hold Nov future for long term.. In the short term i think there might be some evidence that vix is trending. Any opinions here?

Quote from Jgills:

you may be right, but vix is mean reverting (albeit over longer time frames), but there is some reversion to the intra-day/daily chop as well.

*edit* and what was said above ;)
More...
 
You must log in or register to reply here.
Back
Top