Sell VIX around 22
if the market sell off continue, VIX could continue to spike up but up to a certain point.
markets ought to recover and volatility to taper off once the virus episode blows over.
rather than go long the market which could still be choppy, a way to go long is to short VIX.
based on regression analysis, VIX is likely not go beyond 22
markets ought to recover and volatility to taper off once the virus episode blows over.
rather than go long the market which could still be choppy, a way to go long is to short VIX.
based on regression analysis, VIX is likely not go beyond 22
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