I have been trading VIX futures for some time now. I was hoping we could start a thread whereby we can highlight ways to profit especially during big numbers and roll trading near expiration
Some of the peculiarities that I have noticed regarding this futures:
- VX futures does have a delta with S&P especially in the short term, negligible in the longer time frame
- They more often than not tend to price out some event specific vol before the actual event (see solid edge here)…