What is the Best Expiration to Buy VIX Calls? скачать в хорошем качестве

What is the Best Expiration to Buy VIX Calls?

In Anticipation of an Upcoming Event & What About 'Laddering' VIX Calls at Different Expiration Dates and Different Strikes? This is from a question via Email from Scott: "The upcoming USSC tariff ruling could be a big market mover. I was thinking about hedging with VIX calls. From your past discussions, I know you like to look 45-60 days out. Is this a case where closer in calls may be a good idea as the decision is very likely coming out soon? I know this means taking a hit on time decay but I'm not expecting to hold them long. A second part of the question. Would it make sense to buy some calls closer to your standard criteria as a 'real' hedge and then maybe some further OTM near term calls as more of a lottery play in case the market tanks hard (obviously, with funds that I use for such a purpose)?" We introduce Scott's Question (0:00 to 2:40) Review of our VIX approach, value of Laddering and other content on Market Hedges (2:45 to 10:30) How VIX Options are priced with a look at the same strike VIX Calls at different expiration dates out in time (10:35 to 17:45) A look at Strike Prices with the same 0.30 Delta on the same different expiration dates (17:50 to 19:55) Thoughts on some interesting Open Interest values out in time and what that might mean (20:05 to End)