The all time high on the VIX was reached on October 24, 2008 at 89.53. If you still have firepower and the risk tolerance equity vol is a sweet sell if you can get size bids. It will be bumpy but the theta at these levels will compensate.
交易开始:
Stay short - trade in the money
交易开始:
Stay short - closeout mid 30s
交易开始:
Time to take some money off the table sub 40 - aim to reduce risk by 75% or more near 35. Trade more than 40 vol points in the money !
交易结束：到达目标:
Close to a reversal points - time to close this super profitable trade. Implied correlation (still high) makes this an easier decision.
