Friday, October 16, 2009

Interesting ‘Pseudo VIX Buy-Write’ Trade Idea

Vance at VIX Based Trading runs a blog devoted largely to using the VIX as a market indicator and as a trading vehicle. I only recently discovered the blog, but have been impressed by the content. As a matter of fact, my favorite post so far just happened to pop up on my screen a few minutes ago. Titled Pseudo Buy-Write on VIX – Long 10 Oct Calls, Short 22.5 Oct Calls, the author describes an innovative way to approximate a VIX buy-write strategy using a vertical spread.

With all the great blogs I am still discovering, it looks as if I am going to have to expand my blogroll once again. Better yet, I think it might be more helpful if I were add a second options-specific blogroll…so look for that change over the weekend. Assuming, of course, the blogroll does not get bought out by Bloomberg first…

blog comments powered by Disqus
DISCLAIMER: "VIX®" is a trademark of Chicago Board Options Exchange, Incorporated. Chicago Board Options Exchange, Incorporated is not affiliated with this website or this website's owner's or operators. CBOE assumes no responsibility for the accuracy or completeness or any other aspect of any content posted on this website by its operator or any third party. All content on this site is provided for informational and entertainment purposes only and is not intended as advice to buy or sell any securities. Stocks are difficult to trade; options are even harder. When it comes to VIX derivatives, don't fall into the trap of thinking that just because you can ride a horse, you can ride an alligator. Please do your own homework and accept full responsibility for any investment decisions you make. No content on this site can be used for commercial purposes without the prior written permission of the author. Copyright © 2007-2023 Bill Luby. All rights reserved.
Web Analytics