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ZEGA’s Take on the Short Volatility Trade Debate

ZEGA’s Take on the Short Volatility Trade Debate

On Friday, February 16th the main HIPOS trade expired at a full profit. In addition, the next HiPOS trade was executed on that same Friday and as ZEGA’s Jay Pestrichelli noted, we are now in our next trade that expires on March 16th (PM expiration this time). With the recent market volatility, it is likely you or your clients have seen various commentators on the investment networks talking all about the various short volatility strategies. Particularly considering the XIV (VelocityShares Daily Inverse VIX Short-Term) a short volatility based ETN (Exchange Traded Note) completely shut down and another popular ETF the SVXY (Proshares Short-Term Futures) traded down substantially in price.

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HIPOS Update: Rolling to Capture Volatility

HIPOS Update: Rolling to Capture Volatility

The last HiPOS trade in the RUT calls and puts (Iron Condor) expired this morning successfully. This particular set of options expired as of the open on Friday versus the close on Friday like normal.  The chart above outlines how that one finished out. As...

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