... for a .65/contract credit.
Notes: With the February /VX futures contract trading at 16.52, looking to re-up with a term structure trade in the February cycle after taking off my January with a break even around where the futures contract is trading.
Notes: With the February /VX futures contract trading at 16.52, looking to re-up with a term structure trade in the February cycle after taking off my January with a break even around where the futures contract is trading.
评论:
Ugh. No fill. VIX trades in nickel instruments, and I wasn't willing to drop my fill price to .60 (even though my broker will price improve in penny increments if it can).