tag:blogger.com,1999:blog-897456774486153841.post442133412256783054..comments2024-03-29T03:46:10.767-07:00Comments on VIX and More: Two Ways to Play the Sub-10 VIXBill Lubyhttp://www.blogger.com/profile/01241003017364820134noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-897456774486153841.post-40402963610056425672007-01-25T10:31:00.000-08:002007-01-25T10:31:00.000-08:00Thanks for the comments. The persistent high IV h...Thanks for the comments. The persistent high IV has me struggling to come up with consistently profitable trading strategies for the VIX -- and which had me thinking in terms of a backspread to defray the cost of putting on the position while maintaining the upside potential. If I had access to better VIX historical IV data (other than looking at a one year chart) I might be able to come up with some better ideas, but the fact that the options trade on the futures prices and IV is generally so high makes some of the analysis a little problematic.Bill Lubyhttps://www.blogger.com/profile/01241003017364820134noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-88641072481912131482007-01-25T07:33:00.000-08:002007-01-25T07:33:00.000-08:00Bill
Sounds good, especailly considering it is a ...Bill<br /><br />Sounds good, especailly considering it is a spread that limits losses and you can always take it off whenever you want to even before losses start getting bigger. I haven't traded VIX yet, but I am looking into this and studying its behavior.Fontimamahttps://www.blogger.com/profile/10029029359716503903noreply@blogger.com