iPath Series B S&P 500 VIX Short-Term Futures ETNArca
描述
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With the spike in volatility and knowing that next week might be a slow one I did a short play on volatility. Sold the 8 days to expiration 14 Call on VXX for $0.68 per contract.
This is a naked trade and it is a high probability trade, but it can be very risky if volatility explodes. If that happens we will have to defend it, but most likely by the end of next week we will be making a nice profit, since volatility usually don't stay high for that long.
交易结束：到达目标
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We are only left with $10 of profit per contract, so no need to leave risk on the table. Closed for almost full profit.