Volatility Views 540: The VIX Upside Saga Comes To An End
Volatility Views
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The Importance of Buying Call Spreads
25 delta calls had a strike of anywhere between 26 and 40, depending on what was going on in the market. The net result there was one profit, again, with the March spread, but the net profit loss was only a loss of 396. Any spike that we got in 2022 was low 30s at best, even though we were, you know, rates were tightening the whole time.
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