UDAY_C_Santhakumar

VIX and VVIX is all low.

Viés de alta
TVC:VIX   Índice de Volatilidade S&P 500
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.
Comentário:
One more piece of the puzzle. Skew is high... Wait for that to get lower as well
Comentário:
Position for Jun 16 option just filled. Long Vol position. Will be hedging as we rally...

Uday C Santhakumar
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