Saturday, May 11, 2013

VIX Options Trading

Here's a look at the last 6 months of VIX options implied index against realized (index). Looks pretty easy to trade: buy low + sell high.

Candle Bars: VIX Index Implied Volatility Index
Blue Line: VIX Index Realized Volatility

*The last bar reaching infinity is obviously not a trade-able value.

0 Reflections: