Volatility Views 540: The VIX Upside Saga Comes To An End
Volatility Views
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How to Prepare for a Spike in VIX
You want to make sure you've got exposure to the near month contracts because they give you the most bang for your buck when VIX moves in. And one of my favorite structures is taking in a credit for a put spread and buying a call or taking in acredit for a put Spread and buying a Call. You're selling a cheap option and buying an expensive one.
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