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Trade Update: Dec Puts Sold for $1.70, 73% Gain

Posted by Scott Murray on November 23, 2012
Posted in: Uncategorized.

We closed our long Dec $30 put position today in VXX, as the risk of an upside move in volatility was greater than the downside in roll yield from the VIX futures. We considered selling weeklies at .58, but that risk was greater due to the limited downside. We will look to re-enter on any significant VIX spike, but at this point, the January puts would be more attractive.

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