bam1960 53 Report post Posted June 12, 2015 The VIX 18 Call Calendar July/Aug @.50 considering @.45 Share this post Link to post Share on other sites
bam1960 53 Report post Posted June 15, 2015 I got a partial fill on july/Aug 18 call calenars @.45 Share this post Link to post Share on other sites
Yowster 9,850 Report post Posted June 15, 2015 I've been opening the July/Aug 16's for the last week or so, my avg price is around 0.60. GIven that the VIX is staying low, I've been pretty much doing this trade every month this year with 16/17/18 strikes, although I've been entering at prices higher than what we typically look for with the SO trades - I've typically been entering at around 0.70 a month ahead of the short leg expiration and closing & rolling to the next month a few days before expiration, I'm usually able to close in the 1.00 to 1.20 range depending on where the VIX is at that time. Share this post Link to post Share on other sites
bam1960 53 Report post Posted June 15, 2015 Yea I like this trade, was filled on the rest of order @.45 Share this post Link to post Share on other sites
daviddream 23 Report post Posted June 15, 2015 Which month are you selling, and which month are you buying? Put or call calendars, or does it matter? Share this post Link to post Share on other sites
bam1960 53 Report post Posted June 15, 2015 Sell July / buy August 18 call calendar Share this post Link to post Share on other sites
bam1960 53 Report post Posted June 29, 2015 I opened this trade @.45 and is currently @.25 will give it some room. Given all the noise going on will wait to see if things don't settle down. Share this post Link to post Share on other sites
Marau 4 Report post Posted June 29, 2015 I opened this trade @.45 and is currently @.25 will give it some room. Given all the noise going on will wait to see if things don't settle down. Vix Futures look ugly right now.. Share this post Link to post Share on other sites
