Guest Posted January 31, 2014 Posted January 31, 2014 Its begining to look like a good time to purchase those DITM VXX puts -- one of my all time favorite strategies. On the next big uptick (hopefully early next week), I'll probably be buying some in my open strategy account. Quote
Guest Posted January 31, 2014 Posted January 31, 2014 you are looking for an uptick in VIX/VXX or an uptick in the market to buy these puts? Quote
Guest Peticolas Posted February 1, 2014 Posted February 1, 2014 Its begining to look like a good time to purchase those DITM VXX puts -- one of my all time favorite strategies. On the next big uptick (hopefully early next week), I'll probably be buying some in my open strategy account. DITM = about 90 delta? Quote
Guest Posted March 6, 2014 Posted March 6, 2014 DITM = about 90 delta? That's ideal, sometimes I squeak down to .85 or so, depending on the current contango on the options and volatility and my opinions on the market Quote
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