Comment on Trading India VIX - Simplified

Nithin Kamath commented on 13 Apr 2014, 10:58 PM

AZ, Check this answer I had recently posted on TradingQ&A, http://tradingqna.com/1104/calendar-spread-opportunity-in-india-vix?show=1104#q1104

The VIX has been going up in anticipation of the impending event – elections.

Though there is a big gap between VIX 29th APril to underlying, but it could very well go much higher by the end of April and the underlying VIX can catch up with it. So don’t really go long or short, just looking at the spread.

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