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Strategies & Market Trends : The Epic American Credit and Bond Bubble Laboratory -- Ignore unavailable to you. Want to Upgrade?


To: Chaka who wrote (43049)10/7/2005 5:33:41 PM
From: mishedlo  Read Replies (1) | Respond to of 110194
 
The vix future is a complicated one.
It always looks 30 days out (if I understand correctly).
The low volume and the fact that it may trade opposite the day to day vix is what has left me on the sidelines.

Still, I wish I bought a vix future on that last downdraft.
I think it was a stupidly designed product but it is what it is.

Somehow that was to the advantage of the CBOE is all I can think of

Mish



To: Chaka who wrote (43049)10/7/2005 6:09:53 PM
From: ild  Read Replies (2) | Respond to of 110194
 
I casually watch VIX futures. Octobers changed very little lately. They were 13.5 when VIX was at 12. IMO people why sell them at 14 yesterday strongly believe that this to be the value at "delivery". I bought May VIX futures in February and hardly broke even when I sold them during April's swoon. Since then I just watch them. If they really spike it would mean that the fear is real and sellers of naked puts are scared.