VIX fly / spread journal
- Thread starter Jgills
- Start date
the past week hasn't been so bad to me.
i put on a fly trade here at a price of -31, i bought the fly (depending on how you quote it)
-may
+jun
-jul
how are you guys playing the extreme flatness in the may/jun spread? how are you playing anything here if you're interested in talking about it
i put on a fly trade here at a price of -31, i bought the fly (depending on how you quote it)
-may
+jun
-jul
how are you guys playing the extreme flatness in the may/jun spread? how are you playing anything here if you're interested in talking about it
never posted again but i took this off at around 0 a few days ago. does anyone know whats going on right now in the may june spread? flattened a lot the past two days and todays close was much bigger of a move than we've been seeing for not much going on.
Anybody still trading this stuff?
Front month contango is quite steep in comparison to the mid/long end. Historically, at least the last couple years, it has lead to a flattening move in the front. Anyone playing this? I have been researching Vix spreads as a way to diversify my strats.
It will take some serious vol to drive June Vix higher
Total noob at this so this might be a dumb question, but is that because the index is still several points below where the jun future is trading?
its not a dumb question by any means. vix is very hard to master as its far from intuitive.
the premium is currently 1.41 to spot ...and one (me) can argue barring a crash after ECB and NFP spot vol will come in strongly..this makes longing june difficult. even on a vol rise due to the premium spot vol can go up faster, more so than the futures move.
O.k. ,cool, Thanks for answering my question.
I'm new to VIX spread trading. What software do you Jgills and others use to chart the VIX calendar spreads? I can't seem to figure it out through IB.
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