Diterjemahkan otomatis dari aslinya · Baca versi asli (English)
Adakah yang secara aktif menggunakan futures VIX atau opsi pada futures VIX untuk melindungi risiko portofolio yang lebih luas? Berapa ukuran kontrak dan durasi tipikal Anda untuk mencapai lindung nilai yang wajar tanpa hambatan yang signifikan?
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?
Traderforum · Bahasa Indonesia