VXX options offer ways to take either long or short volatility positions. Unlike most securities VXX tends to go up when the market is down—which leads to some signficantly different options characteristics. Comparing VXX options to VIX options: Similarities: Both are ultimately based on the Cboe’s VIX futures Will show a strong reversion to baseline behavior when the market is behaving itself—the VIX index and …
This morning I put portfolio B mostly in place (see Three portfolios). I only put in 50% of the large cap weighting (so it is at 25% of the portfolio, instead of the eventual planned 50%). Psychologically I have found it is better to ease in a little with significant investments like this—if the market goes up from there you can tell yourself that you …
Three portfolios. All intended for medium risk, medium appreciation (e.g., 8% CAGR) over a 10+ year time frame. Prices are at market close 26-May-2010. Percentages are of total investment available. .. Portfolio A Cash/Money Market 10% Bonds TIPS 5% ACITX $11.81 Bonds Global 15% TPINX $12.69 Real Estate REIT 10% TVRVX $19.74 Commodities Gold 5% SGGDX $27.89 Commodities General 5% IGNAX $15.59 …
I’m guessing we are near the bottom of this correction. Bought USO 32 July (17-Jul-10) calls at 2.16.
Free delayed VIX option quotes are available from: CBOE (Symbol VIX, enter symbol in quote field on left side of the page), check “list all options” radio button and submit Yahoo provides VIX index quotes (symbol ^VIX) and options quotes. The VIX option symbols listed in the CBOE option chains have an “-e” at the end. This indicates they have a European style exercise. Unlike typical …
