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Thursday, May 22, 2014

Cheap VIX hedge May 2014

VIX on the lowest leves since 2008 financial meltdown.

Below some ideas how to hedge with VIX options.

Vertical spread. Buy 13 Jun call's, sell 16 Jun call's















Broken wind batterfly. Long 1x 13 Jun call's, 2x Short 17 Jun call's, Long 1x 20 Jun call's.


Sorry, I don't know how to call it.  Long 1x 13 Jun call's, 2x Short 17 Jun call's, Long 2x 20 Jun call's.



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