VIX and VVIX is all low.

18 Şub 2017

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.

19 Şub 2017

Not

One more piece of the puzzle. Skew is high... Wait for that to get lower as well

1 Mar 2017

Not

Position for Jun 16 option just filled. Long Vol position. Will be hedging as we rally...