iPath Series B S&P 500 VIX Short-Term Futures ETNArca
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... for a .45 debit.
Max Profit: $55 Max Loss: $45 Break Even: 22.55 Delta/Theta: -2.81/-.11
Notes: Here, a bet that beta slippage and contango eat away at this VIX derivative over time ... .
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Sept opex check. Yowsa. They crushed the crap out of vol off those highs. 20-20 hindsight: I probably should've manned up and gone wider. Currently valued at .63, just going to leave it alone to grind into near max if that its "grand plan."
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Out for .75, .30/$30 per contract winner, 67% ROC. Back to waiting for the next pop to re-up.