fuzzballl 6:06 pm on Saturday, December 17, 2016

VIX call spreads vs XIV vs SVXY

Of course, they don’t take into account the covered call selling in SVXY but still interesting…

https://www.tastytrade.com/tt/shows/market-measures/episodes/vix-credit-spreads-vs-inverse-etfs-12-16-2016

vxxkelly 7:24 am on Monday, December 19, 2016

Pretty interesting, thanks for posting. On the next spike, I’ll be selling $VIX calls right along with you. Will still be selling $UVXY calls as well. I prefer $UVXY calls to $SVXY puts when premiums are high.
- fuzzballl 7:33 am on Monday, December 19, 2016
  
  Another thing they didn’t take into account is how SVXY and XIV really get cranking in long periods of low volatility. They were closing those at the same time they were closing the VIX call spreads. Didn’t really get the full benefit of holding the stock…
  - vxxkelly 8:08 am on Monday, December 19, 2016
    
    Right, only holding them for 45 days.

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