iPath Series B S&P 500 VIX Short-Term Futures ETNArca
描述
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We are at the lows and this trade is a neutral to bullish strategy. By selling the 18/19 Credit spread we make money if VXX continues to go down, however by selling the At the money Put we collect enough premium so that we have no risk to the upside in case volatility decides to explode.
To be more efficient with my capital I am also buying the 13 Put improving my margin requirements by 76% percent and only losing 4% of the credit received.
I collected 1.09 per contract with a 70% chance to close at 50%