VIX Term Structure, High Contango Making Sep/Nov Calendar Strangles An Attractive Election Hedge
Aug 2, 2016
The current high term structure in the VIX and high contango in VIX futures is highlighting the attractiveness of Sept/Nov calendar strangles as a hedge against surprises arising from the U.S. Presidential Election and the aftermath of the Italian Constitutional Referendum.
Restricted content
You must be an EQD+ subscriber to view this page. Either sign in or see below on how to request a trial.
Get access now
Start your 7 day free trial.
You’ll be charged at the conclusion of your trial.
Cancel at any time.
Questions? Need access for multiple users?
Contact eqdplus@eqderivatives.com