
Legends in Volatility
Mutiny Investing Podcast
00:00
What's a Calendar Spread on Vix?
The calenda sprat, basically m always has two m future positions on m. To the intermarket spread was basically a vix pes s m p. And now in the calanda sprat, we basically trade two vix futures, m. If you think about m am, vix futures with stiffen expiries going forward in time, am ucan b, for example, long the front mones and be short the third month,. The idea here is that you have, first of all, a rolat between these two expiries, andn top of it, you have alto the wrist premie, which you can benefit from.
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