Getting long volatility with VXX 做多

iPath Series B S&P 500 VIX Short-Term Futures ETNArca

描述

⋅ May 10, 2017 1:53 PM

At some point volatility has to come up.... So I bought the 14/15 Call debit spread and financed it with the 13 Put

The trade:
VXX superbull

Buy the 14 Call
Sell the 15 Call
Sell the 13 Put

64% probability of profit
Break even at 12.95

交易结束：到达目标

⋅ May 17, 2017 7:52 PM

A nice 17% rally got us there.