The Gryning | Portfolio

$VIX

Dear Member

Alpha Idea: Long VIX (CBOE​ SPX Volatility Index)

Trade: VIX DEC 21st 22 Long Call

My Thoughts:

VIX appears to be trading at a significant discount of 17% relative to it’s weighted value. SVIX, VIXY & UVXY currently have a weighting of 100.00% front month VIX futures and 0.00% second month futures for a weighted value of 23.6.