RUT Put Calendar (Volatility Play)

30 de set. de 2016

With the moved down in volatility the last couple of days and RVX (Russell Volatility Index) almost at the year lows a Put calendar seems like a pretty safe bet. I will be buying the Nov 1230 Put and selling the Oct 1230 Put. Looking to close it early as soon as we get a volatility spike.

7 de out. de 2016

Trade fechado: objetivo atingido

Closed position, target of 10% of credit reached. Will reload the same trade again since I like having calendars on RUT an SPX when VIX is below 15