SPX x VIX /100 x SqRt( DTE /365)

AMEX:SPY1W

SPDR S&P 500 ETF TRUSTArca

Description

⋅ Jun 9, 2020 7:01 PM

SPX x VIX /100 x SqRt( DTE /365)
3214x27/100xSqRt(6/365) = 109 point swing within 6 days

Comment

⋅ Jun 9, 2020 10:19 PM

-3.2%

Comment

⋅ Jun 10, 2020 1:36 PM

+4.5%

Comment

⋅ Jun 10, 2020 4:17 PM

+3.6%

Comment

⋅ Jun 10, 2020 6:14 PM

+14.5%

Comment

⋅ Jun 10, 2020 7:24 PM

+21.2%

Comment

⋅ Jun 10, 2020 7:55 PM

+27.7%

Comment

⋅ Jun 10, 2020 8:44 PM

+12.7%

Comment

⋅ Jun 11, 2020 12:54 AM

+11%

Comment

⋅ Jun 11, 2020 3:12 PM

closed with a massive loss -111%

Technical Indicators delta

Comments

jokercvb

⋅ Jun 10, 2020 4:20 AM

you would receive 78$ to take on the risk?

ZenMode

⋅ Jun 10, 2020 11:59 AM

@jokercvb, yes because the actual risk is only a 20% chance of losing money

ZenMode

⋅ Jun 10, 2020 12:00 PM

@jokercvb, and the max loss is in the event of an absolute blowout. Ive made enough running these where it is a nonstarter & I could always close it if it were to start moving too extreme

jokercvb

⋅ Jun 11, 2020 4:44 AM

@ZenMode, nice