Volatility Views 540: The VIX Upside Saga Comes To An End
Volatility Views
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The Benefits of a Call Implied Volatility Structure
The call implied vol, it actually starts climbing as we get closer to expiration because those options do hold their value. One time, one of those seven trades actually made money. The rest of them lost anywhere between $0.06 and $3.70. And the net result of all seven trades was a loss of $8.44 per spread; I'm not happy with how substantial those losses were.
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