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ZenMode
9 jun 2020 19:01

SPX x VIX /100 x SqRt( DTE /365) 

SPDR S&P 500 ETF TRUSTArca

Beskrivning

SPX x VIX /100 x SqRt( DTE /365)
3214x27/100xSqRt(6/365) = 109 point swing within 6 days

Kommentera

-3.2%

Kommentera

+4.5%

Kommentera

+3.6%

Kommentera

+14.5%

Kommentera

+21.2%

Kommentera

+27.7%

Kommentera

+12.7%

Kommentera

+11%

Kommentera

closed with a massive loss -111%
Kommentarer
jokercvb
you would receive 78$ to take on the risk?
ZenMode
@jokercvb, yes because the actual risk is only a 20% chance of losing money
ZenMode
@jokercvb, and the max loss is in the event of an absolute blowout. Ive made enough running these where it is a nonstarter & I could always close it if it were to start moving too extreme
jokercvb
@ZenMode, nice
Mer