Stock / Symbol: IPATH S&P 500 VIX SHORT TERM / VXX Option Strategy: [private_monthly]vertical call spread[/private_monthly] Price at trade post: $27.85 Reasoning: If we do see increased volatility in the market, this trade on VXX will do nicely. The greeks going into this trade are: 34.2 delta, 0.4 theta, and 0.5 vega. Trade Details: [private_monthly] […]
