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Wednesday, June 4, 2014

Another VIX spike catcher.

It's just another idea how to buy vega.

I'm using call bull September vertical spread and hedging spread delta with short VIX futures.
I'm planning to roll this position to next month after 3-4 weeks.

On my mind, OptionVue shows us wrong P/L chart.
I tried to analyze VIX futures in OptionVue, but got the message "This asset does not appear to have options."

 

 Question for you guys, can you recommend software with correct VIX charts?

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