tag:blogger.com,1999:blog-1520302325239963360.post4848798883573241593..comments2024-01-23T14:04:29.555-08:00Comments on Risk Laboratory: Ophir Gottlieb: VXX - How the Options Market Isn't Buying the RallyOphir Gottliebhttp://www.blogger.com/profile/14504557662647338626noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-1520302325239963360.post-12541065458930857922010-09-10T11:07:17.666-07:002010-09-10T11:07:17.666-07:00See also...http://vixandmore.blogspot.com/2010/09/...See also...<br><br>http://vixandmore.blogspot.com/2010/09/vix-futures-contango-soars.htmlStoxtradernoreply@blogger.comtag:blogger.com,1999:blog-1520302325239963360.post-49251044424961352802010-09-10T05:55:04.099-07:002010-09-10T05:55:04.099-07:00If I were to do something with VXX, I would try to...If I were to do something with VXX, I would try to make use of the lower ATM vol (relative to the rest of this year) and the higher skew (relative to summer). In other words, buy ATM sell wings on some ratio, maybe 1:1, maybe not). I'm sorry I can't really go any further, advice is not permitted. Good luck!Ophir Gottliebhttp://www.blogger.com/profile/02699643319377083669noreply@blogger.comtag:blogger.com,1999:blog-1520302325239963360.post-65165353190774794512010-09-09T20:13:35.937-07:002010-09-09T20:13:35.937-07:00Ophir,If you would play VXX, what would you do to ...Ophir,<br><br>If you would play VXX, what would you do to go long (given the skew)? <br><br>A calendar spread, sell Sep buy Oct?Maxnoreply@blogger.com