VIX and VVIX is all low.

2017年2月18日

Typical strategy for me is to go long volatility when they are low, with Options. Buy some time, long enough, to make the trade mature. (3 to 4 months time) if it does not happen, Then roll it out (2 more months) with 1 month to expire.

VVIX - volatility of volatility index.

There are many ways to go long volatility. Use one and set it out for a good ride.

Don't do SPREADs on VIX. R/R will suck, and there is no point.

2017年2月19日

註釋

One more piece of the puzzle. Skew is high... Wait for that to get lower as well

2017年3月1日

註釋

Position for Jun 16 option just filled. Long Vol position. Will be hedging as we rally...