If you watch the volatility sonar reports for the VIX pit on a daily basis you will see that there has been little to no volume in front month upside $vix calls. http://www.optionmonster.com/drj_blog/
No one is worried about a imminent $Vix spike and Market collapse. End of the year is looking like a gravy train long $SPY and short $VXX. On this recent pullback and pop in $vix it made a lot of sense to get long the market and short volatility till year end. Good luck trading!
No one is worried about a imminent $Vix spike and Market collapse. End of the year is looking like a gravy train long $SPY and short $VXX. On this recent pullback and pop in $vix it made a lot of sense to get long the market and short volatility till year end. Good luck trading!