Quantitative approach to riding the stock market volatility
Friday, August 21, 2015
When the Sky Falls: How VIX Surges are Good for You
These volatility surges are a good opportunity to buy far-out-of-money SPX calls. If you’re lucky enough to get 3–4 weeks of fast rebound, your position may rise tenfold. You risk is limited, in the worst case you just lose your options.