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A Picture Perfect Trade for This Market





Comments (1)

  1. kainzip says:

    How does this trade compare with buying puts directly on the VIX?
    When the VIX was at around 44 2-3 days ago, I bought a Jan 2010 42.50 put on the VIX. The bid/ask spread at the time was 17.10/17.40 (probably not exact numbers, but close enough). Today, the vix is around 35, and the bid/ask is 17.40/17.70. Seems to have barely budged despite quite a large drop in the vix. Hardly seems worth it.

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