During this time, we are witnessing to a surge in volatility. Spreads on VIX are becoming interesting. I wouldn't consider the first deliveries as we do not yet know when this period of fear on the financial markets will end.
The spread I propose is VXK20-VXM20 (to sell). As we can see from the chart, the spread has turned into an always stronger backwardation (the same did the VIX term structure). The seasonality is (in theory) bearish, but that doesn't mean the spread will drop in the next days/weeks.
We have to wait for the end of this wave of panic, before selling the spread with, as the target, a return in contango.
The spread I propose is VXK20-VXM20 (to sell). As we can see from the chart, the spread has turned into an always stronger backwardation (the same did the VIX term structure). The seasonality is (in theory) bearish, but that doesn't mean the spread will drop in the next days/weeks.
We have to wait for the end of this wave of panic, before selling the spread with, as the target, a return in contango.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.