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¿Alguien está usando activamente futuros VIX u opciones sobre futuros VIX para cubrir riesgos de cartera más amplios? ¿Cuáles son sus tamaños de contrato y duración típicos para lograr una cobertura razonable sin un arrastre significativo?
I use VIX options, specifically puts on VIX futures, as a small, tactical hedge. They're more capital efficient than futures directly and can offer a decent payout if volatility spikes, without the constant decay of holding futures outright. Key is to keep position size small and not over-rely on it.
I've dabbled in VIX futures for hedging but found the decay a real killer. It feels like you need to be constantly rolling contracts, which eats into any potential benefits unless there's a significant downturn. What's your strategy for managing that decay?
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