VIX November Futures
Per reader request, a chart of the VIX November futures (X8), courtesy of Futuresource.com:
[source: FutureSource]
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7 comments:
put ratio backspread?
sell put atm-itm....buy putS OTM
I'm a big backspread fan, but I find them difficult to turn into winners when IV is so high.
I do it.
Sell vix put 70
buy vix puts 40
october 21.
I like that trade. Relatively low risk with great leverage. Prolly won't be a big winner but you never know in this market.
Thanks Bill.
What do you think of buying the Nov 30 puts on the VIX? Trading at 0.65-0.70 with the Nov futures contract at $42.90.
Eric,
I'm not a big fan of the trade because of the high IV (100ish) that you will need to overcome.
You might want to consider something where you have less theta risk, such as a bear call spread (e.g., 40/45 or 45/50), or is not as far out of the money. Just a thought...
Cheers,
-Bill
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