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Strategies & Market Trends : The Epic American Credit and Bond Bubble Laboratory
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To: orkrious who wrote (62188)5/30/2006 1:37:16 PM
From: ild  Read Replies (1) of 110194
 
<<<Assuming the VIX closes at 17 today, can't you buy the calls right now, exercise them, and make 40 cents?>>>

That's the thing. VIX options are European so they are exercisable only on expiration day -- third Wednesday. Also there is no other securities that you can use to protect/hedge your gains. There are June VIX futures, but they are too trading at a discount to VIX. Currently bid 15.8 and ask 15.83 with VIX at 17.29
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