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AlexanderGotay
Oct 21, 2016 5:14 PM

Volatility play on SPX with the VIX under 14 做空

S&P 500SP

描述

Every time volatility is low we can make this type of trades expecting a high success rate.

The Vix (volatility index) is below 14 so I like to redeploy a SPX PUT calendar buying the DEC 2115 PUT and selling the NOV 2115 PUT.

This is a volatility and I like to always have this type of trades on. I got filled at 15.40 and my target is 10% of the cost or $154.

交易结束:到达目标

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