so I have been using VXX options to hedge because of the larger
open interest, but noticed for a most of the day VXX was down
while VIX was up - so my hedge was not working... what is the
difference between the two that makes them move in opposite
direction some times?
VIX and VXX both green
Posted by EdZ on 2nd of Dec 2020 at 03:56 pm
VIX and VXX both green now.
so I have been using
Posted by pjtiii on 2nd of Dec 2020 at 03:59 pm
so I have been using VXX options to hedge because of the larger open interest, but noticed for a most of the day VXX was down while VIX was up - so my hedge was not working... what is the difference between the two that makes them move in opposite direction some times?
decay...those products can only be
Posted by forza1dsa on 2nd of Dec 2020 at 05:41 pm
decay...those products can only be used intraday...