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Craig P
Independent Macro/Vol/Crypto/Quant/Fintech Nerd

SPX will be stuck in negative gamma territory for the weekend

VIX has been rising again.. Raoul's thoughts on the reflation reversal happening?

Noticing that VIX is rising and everything seems choppy with weird treasury yield rates.

Can someone break down what's happening and thoughts on if its signaling the 2 week liquidation correction that Raoul hinted at last month? Curious if I should wait for the crypto market to correct even more before buying the dip.

Tyrell Volker
XO in an International Affairs think tank

Billy, not sure if you are into Crypto but Benchmark Protocol is going to do this! it is based on the VIX and also IMF SDR - so will be incredibly stable but also benefits from VIX spikes. The mkt cap is a crazy $4.5million at the moment for something that is going to be a no brainer for any hedge fund who needs to balance off his bitcoin /alt crypto allocation as well as his basic cach position... it is well worth a look... if you are looking for protection against VIX spike. 

Vxx iShares VIX short term futures

Feb 19 $26 strike calls 10 contracts bought at 1.01. Would love to breakdown the math of convexity here, and March 19 expiry may be better, and goal is not to meet the March 2020 like incoming vix spike. more than likely will close prior to expiry unless you guys think the way this retail mania gets curtailed by the powers that be is making options more expensive ??