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AlexanderGotay
2017년 6월 29일 오후 5시 36분

Short volatility play in VXX 

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

설명

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.

거래청산: 타겟 닿음

We are only left with $10 of profit per contract, so no need to leave risk on the table. Closed for almost full profit.
코멘트
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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