Monday, September 9, 2013

Into VXX Oct 19 '13 $16 Calls @ $1.45 + Into VXX Oct 19 '13 $16 Puts @ $1.48 = $2.93...


Decided to get into a VXX straddle rather than a VIX straddle as it was a little less expensive...

Also, wanted to see if I could get a bit more volatility on the VXX as gamma seems to be a bit higher with more or less the same delta...



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