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AlexanderGotay
29 июня 2017 г., 17:36

Short volatility play in VXX Короткая

iPath Series B S&P 500 VIX Short-Term Futures ETNArca

Описание

With the spike in volatility and knowing that next week might be a slow one I did a short play on volatility. Sold the 8 days to expiration 14 Call on VXX for $0.68 per contract.

This is a naked trade and it is a high probability trade, but it can be very risky if volatility explodes. If that happens we will have to defend it, but most likely by the end of next week we will be making a nice profit, since volatility usually don't stay high for that long.

Сделка закрыта: достигнута тейк-профит цена

We are only left with $10 of profit per contract, so no need to leave risk on the table. Closed for almost full profit.
Комментарии
LetsBeMillionaire
Shorted TVIX at 24...hope it will settle down in a week.
AlexanderGotay
@jigneshrathod, We got a nice move down later, so hopefully your trade is doing well too. Good Luck!
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