Comment on Trading India VIX - Simplified

AZ commented on 13 Apr 2014, 07:29 PM

Hi Akhil/Nithin, Can you please make me understand the following things:
1.) Why IndiaVIX has risen by 13 vol points in the last 2-3 weeks
2.) Now, do you think shorting the IndiaVIX future (29 Apr expiry) make sense given the future is trading at 38.75 whereas the spot is 29.18. So, you are protected till the spot level rises to 38.75 which is anyways 9 vol points (~30%) from the current level. Additionally, there won’t be any major news (locally + globally) till the 29th expiry, so you are not exposed to any major index movement

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