VIX fly / spread journal

Haven't looked at volume since the change but I'm personally trading much less size on these and spreads seem to be moving slower, but again the whole market is slow during the summer...
 
Quote from Jgills:

sold 1.45. hop on again!
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this ended up working ok. i closed it after taking losses to 1.6, but sold again 1.83 and closed it out at 1.35. i missed out on a lot of the move, but still earned something.

right now i bot oct/nov spread at 0.71 mid day today. not the best level, any opinions? what do others have (if anything)?
 
Quote from Jgills:

this ended up working ok. i closed it after taking losses to 1.6, but sold again 1.83 and closed it out at 1.35. i missed out on a lot of the move, but still earned something.

right now i bot oct/nov spread at 0.71 mid day today. not the best level, any opinions? what do others have (if anything)?
More...

hey ...i had my share of fronts from 155 average...but i closed them on monday early @100 due to vacation worries i could not get to an internet connection. wish i held of course..

i like the oct nov but consider adding sept oct short on rallies in es.
 
Quote from Jgills:

this ended up working ok. i closed it after taking losses to 1.6, but sold again 1.83 and closed it out at 1.35. i missed out on a lot of the move, but still earned something.

right now i bot oct/nov spread at 0.71 mid day today. not the best level, any opinions? what do others have (if anything)?
More...

i got a nice sell in the front during kerry speech and closed it for small profit near the close, i also closed this long oct/nov from 0.71 at 0.68 for a small loss at the same time as i closed the front. net i only made a few cents, but in light of the market reaction to kerry i felt it better to be flat and re-assess as my original plan has been changed.
 
some movement in the spreads today - i scalped a little bit in the front of the curve today, but nothing big and ended the day with no position there.

additionally, i added a steepener position in the middle of the curve (dec/jan) at the level of 0.63. anybody else up to anything?
 
Quote from Jgills:

some movement in the spreads today - i scalped a little bit in the front of the curve today, but nothing big and ended the day with no position there.

additionally, i added a steepener position in the middle of the curve (dec/jan) at the level of 0.63. anybody else up to anything?
More...

I have been watching the spreads but have not tried trading them yet. The inversion in the front this morning was tempting for a long though...congrats on the scalps. I was toying with legging into some option flies today on the volatility but I wonder if the spreads might be more fruitful to focus on.
 
i didn't get the chance to post end of q3 YTD performance (final date of metrics are 9/30/2013).

see attached.

things have been going slower for me lately than earlier in the year, but going up is better than going down.

my current MTM is a little higher than whats shown there, but we'll see how the next few weeks play out.

all of my trades for this year have been in vix spreads or butterflies. many of the trades were posted on the journal, but some have been intra-day that i haven't posted.

i hope everyone is doing well.
 

Attachments

Quote from Jgills:

i didn't get the chance to post end of q3 YTD performance (final date of metrics are 9/30/2013).

see attached.

things have been going slower for me lately than earlier in the year, but going up is better than going down.

my current MTM is a little higher than whats shown there, but we'll see how the next few weeks play out.

all of my trades for this year have been in vix spreads or butterflies. many of the trades were posted on the journal, but some have been intra-day that i haven't posted.

i hope everyone is doing well.
More...

thats great man.. good for you..
 
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