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Pastimes : Clown-Free Zone... sorry, no clowns allowed
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To: Real Man who wrote (354576)1/23/2008 10:09:46 AM
From: CapitalistHogg™  Read Replies (3) of 436258
 
I wanna know if the VIX itself can be shorted straight up. I don't understand the product.

If you look at the option IV's they are way out of whack. Puts are 143% and calls are about 50%.

If you were to go synthetic long (selling puts buying calls of same strike) and short the index, you should be able make a risk free arb. That NEVER happens for more than a second so i figure you can't short the index directly.
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