iPath Series B S&P 500 VIX Short-Term Futures ETNArca
الوصف
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... for a .45 debit.
Max Profit: $55 Max Loss: $45 Break Even: 22.55 Delta/Theta: -2.81/-.11
Notes: Here, a bet that beta slippage and contango eat away at this VIX derivative over time ... .
تعليق
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Sept opex check. Yowsa. They crushed the crap out of vol off those highs. 20-20 hindsight: I probably should've manned up and gone wider. Currently valued at .63, just going to leave it alone to grind into near max if that its "grand plan."
تم إغلاق الصفقة يدويًا
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Out for .75, .30/$30 per contract winner, 67% ROC. Back to waiting for the next pop to re-up.