tag:blogger.com,1999:blog-897456774486153841.post7591449122802574811..comments2024-03-28T06:07:36.391-07:00Comments on VIX and More: VIX November FuturesBill Lubyhttp://www.blogger.com/profile/01241003017364820134noreply@blogger.comBlogger7125tag:blogger.com,1999:blog-897456774486153841.post-61051659462169049892008-10-16T14:39:00.000-07:002008-10-16T14:39:00.000-07:00Eric,I'm not a big fan of the trade because of the...Eric,<BR/><BR/>I'm not a big fan of the trade because of the high IV (100ish) that you will need to overcome.<BR/><BR/>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...<BR/><BR/>Cheers,<BR/><BR/>-BillBill Lubyhttps://www.blogger.com/profile/01241003017364820134noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-63890953434711027402008-10-16T14:21:00.000-07:002008-10-16T14:21:00.000-07:00What do you think of buying the Nov 30 puts on the...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.TJFhttps://www.blogger.com/profile/04713228407453146520noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-11153030981795992492008-10-12T05:35:00.000-07:002008-10-12T05:35:00.000-07:00Thanks Bill.Thanks Bill.TJFhttps://www.blogger.com/profile/04713228407453146520noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-58232891886930334152008-10-10T11:32:00.000-07:002008-10-10T11:32:00.000-07:00I like that trade. Relatively low risk with great ...I like that trade. Relatively low risk with great leverage. Prolly won't be a big winner but you never know in this market.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-35708107643102094912008-10-10T10:31:00.000-07:002008-10-10T10:31:00.000-07:00I do it.Sell vix put 70buy vix puts 40october 21.I do it.<BR/><BR/>Sell vix put 70<BR/><BR/>buy vix puts 40<BR/><BR/>october 21.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-83653330838027244332008-10-10T10:26:00.000-07:002008-10-10T10:26:00.000-07:00I'm a big backspread fan, but I find them difficul...I'm a big backspread fan, but I find them difficult to turn into winners when IV is so high.Bill Lubyhttps://www.blogger.com/profile/01241003017364820134noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-88319084768426662232008-10-10T10:23:00.000-07:002008-10-10T10:23:00.000-07:00put ratio backspread?sell put atm-itm....buy putS ...put ratio backspread?<BR/><BR/>sell put atm-itm....buy putS OTMAnonymousnoreply@blogger.com