VIX fly / spread journal

I like it. Be mindful that Tuesday is the last trading day for the Jul. I believe the futures are automatically settled in cash according to Wednesday's VIX special opening quote (SOQ) if you hold through Tuesday's close.
 
Quote from PetaDollar:

I like it. Be mindful that Tuesday is the last trading day for the Jul. I believe the futures are automatically settled in cash according to Wednesday's VIX special opening quote (SOQ) if you hold through Tuesday's close.
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yep - i am aware. i will be out by teusday at close, i appreciate you looking out though :)
 
Quote from Jgills:

a little ballsy.. maybe should have gone a little further on the curve, but sold jul/aug 1.54

this has a pretty tight stop on it.
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out at 1.47. very small pnl, and as soon as i got out it went to 1.39. whoops, but wasnt exactly sure where it would go at this point, so wanted to be safe than sorry.
 
good deal. I took the opportunity to dump some Sept 14 Puts that were gathering dust on the back shelf, from a straddle trade of old.
 
Quote from Jgills:

sold 1.54 in jul/aug again....

(i had actually done this at yesterdays close but didnt post till now)
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out again 1.47 ... probably just a few minutes before it runs to 1.38 again :D
 
i closed it at 1.34.. not much, but given the amount the markets been moving and the position i was in i will take it.

does anyone know, has there been a change in spread trading volume since the margin hike vs before the margin hike?

what about spread trading volume as a % of volume for each contract?

thanks.
 
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