August 19, 2013 by Enis • Commentary

So VIX spot is back above 15 for the first time since the beginning of July.  Back then, we actually initiated a 15/20/25 August call fly in the VIX (detailed below) for $1.35, with the …

Continue reading
July 5, 2013 by Enis • Commentary

Last week we highlighted a VIX trade to play for continued volatility in the market but with some protection against decay in the form of an in-the-money butterfly. With the market up this morning and …

Continue reading
June 27, 2013 by CC • Commentary

We’ve placed a few VIX trades over the past few months with the last one setting up nicely for the market’s reversal from the highs. We really liked the structure we used and will likely …

Continue reading