The all time high on the VIX was reached on October 24, 2008 at 89.53. If you still have firepower and the risk tolerance equity vol is a sweet sell if you can get size bids. It will be bumpy but the theta at these levels will compensate.
액티브 트레이드:
Stay short - trade in the money
액티브 트레이드:
Stay short - closeout mid 30s
액티브 트레이드:
Time to take some money off the table sub 40 - aim to reduce risk by 75% or more near 35. Trade more than 40 vol points in the money !
거래청산: 타겟 닿음:
Close to a reversal points - time to close this super profitable trade. Implied correlation (still high) makes this an easier decision.
