Typical strategy for me is to go long volatility when they are low, with Options. Buy some time, long enough, to make the trade mature. (3 to 4 months time) if it does not happen, Then roll it out (2 more months) with 1 month to expire.
VVIX - volatility of volatility index.
There are many ways to go long volatility. Use one and set it out for a good ride.
Don't do SPREADs on VIX. R/R will suck, and there is no point.
VVIX - volatility of volatility index.
There are many ways to go long volatility. Use one and set it out for a good ride.
Don't do SPREADs on VIX. R/R will suck, and there is no point.
Comment:
One more piece of the puzzle. Skew is high... Wait for that to get lower as well
Comment:
Position for Jun 16 option just filled. Long Vol position. Will be hedging as we rally...
Uday C Santhakumar
