speculative trade: buy 20MAY2015 $vix.x (volatility index) put @ $0.05 - 未名空间MITBBS历史存档

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speculative trade: buy 20MAY2015 $vix.x (volatility index) put @ $0.05

speculative trade: buy 20MAY2015 $vix.x (volatility index) put @ $0.05# Stock

K*e2015-05-12 07:05

1 楼

If the market stabilizes or up after bouncing around, the volatility index
can drop to 12-12.5 from the current over 14, that is potential 10-20 times
return in one week.
Your money your decision.

K*e2015-05-12 07:05

2 楼

20MAY2015 $vix.x 13 put

times

【在 K**e 的大作中提到】

: If the market stabilizes or up after bouncing around, the volatility index
: can drop to 12-12.5 from the current over 14, that is potential 10-20 times
: return in one week.
: Your money your decision.

b*e2015-05-12 07:05

3 楼

等着归零吧这周

【在 K**e 的大作中提到】

: 20MAY2015 $vix.x 13 put
:
: times

T*s2015-05-12 07:05

4 楼

Buy? Or short? 抽插要找对洞啊！

K*e2015-05-12 07:05

5 楼

Buy 20MAY2015 $vix.x (volatility index) 13 put at $0.05, or betting the
volatility will drop, speculative trade only.
But now the asking price for 20MAY2015 13 put is $0.10;

【在 T*****s 的大作中提到】

: Buy? Or short? 抽插要找对洞啊！

T*s2015-05-12 07:05

6 楼

This is gamble with no edge, not trading!

K*e2015-05-12 07:05

7 楼

The volatility index is around 12.4; if the market stabilizes or up for two
more days (next Monday or Tuesday), then very good profit;

K*e2015-05-12 07:05

8 楼

To sell half positions limit order at $0.15 (bid $0.15, ask $0.20), but was
executed at $0.17; Still have a chance to gain 10 times for the remaining
half positions if the market pushes up further today or tomorrow.

s*m2015-05-12 07:05

9 楼

vix has gone as low as 12.35 last Friday
but vix 13 put did not trade up to 0.18 until just now
vix's option is quite different from others
could you explain it a little bit? thx!

was

【在 K**e 的大作中提到】

: To sell half positions limit order at $0.15 (bid $0.15, ask $0.20), but was
: executed at $0.17; Still have a chance to gain 10 times for the remaining
: half positions if the market pushes up further today or tomorrow.

K*e2015-05-12 07:05

10 楼

Some quotes from CBOE website: http://www.cboe.com/products/indexopts/vixoptions_spec.aspx
Exercise Style: European - CBOE Volatility Index options generally may be
exercised only on the Expiration Date.
Settlement of Option Exercise: Exercise will result in delivery of cash on
the business day following expiration. The exercise-settlement amount is
equal to the difference between the exercise-settlement value and the
exercise price of the option, multiplied by $100.
If more people think the volatility index will be higher than 13 on option
settlement date (such as 20MAY2015),then 13 put will be very cheap even if
the volatility index is low (like last Friday). But as the time approaches
the settlement date, the in-the-money put option will become closer to the
difference of volatility index and its strike price.

K*e2015-05-12 07:05

11 楼

Volatility index is around 12.60,and the bid on 13 put is $0.3;
If spy pushes up further, having a big chance to sell the put at $0.5 or
over, just gambling now not taking the profit.

s*m2015-05-12 07:05

12 楼

then i will wait for 5x ^_^
when will you start to sell some vxx puts?

【在 K**e 的大作中提到】

: Volatility index is around 12.60,and the bid on 13 put is $0.3;
: If spy pushes up further, having a big chance to sell the put at $0.5 or
: over, just gambling now not taking the profit.

K*e2015-05-12 07:05

13 楼

I bought at $0.05 and already sold half at $0.17 yesterday; will keep the
remaining half for some more time.

K*e2015-05-12 07:05

14 楼

Selling VXX puts will be more tricky and VXX generally has the rollover loss
each month; (may sell small position when not tolerable on the market, hehe)
I prefer to buying XIV when I think it is low as XIV generally has the
rollover gain each month, much easier to gain 10-20%