so this slight pop in vvix is still controlled/favoring the short side overtime due to the embedded cost of carry.we have yet to see a realized volatility moment like we did during December (melt down). with vvix around its historic range, i say no need to fear the reaper.
although higher vix may be perceived with higher risk, its actually the opposite. so, with vvix being in its historic range but cheap on a relative basis. im a buyerof longer dated spreads. when VVIX or the implied vol of vix is above 110 then im a seller of premium
although higher vix may be perceived with higher risk, its actually the opposite. so, with vvix being in its historic range but cheap on a relative basis. im a buyerof longer dated spreads. when VVIX or the implied vol of vix is above 110 then im a seller of premium
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。