On this Options Jive, Tom and Tony discuss 45-day strategies in the VIX. All 45-day moves in VIX showed a slight bias to the downside, but the moves look mostly random but symmetric-- about a 0% move. VIX has greater downside bias when it’s near lows, with 50% of 45-day moves being down 3% or more.
Short VIX strategies are becoming much more successful and require less movement to see profits, but some long VIX strategies can work with VIX staying on its lows.
Which strategies look most attractive to Tom and Tony? Tune in to find out.