Mark Sebastian's blog

How can I scalp Vega using the VIX

Option Traders should notice the high and low range of the VIX since JulyOption traders, recently I have found that the VIX has been VERY range bound. THE MARKET HAS BEEN CRAZY you say? To the untrained option trader that may SEEM to be true, but in fact, we have been pretty stuck for the last month or so (as stated yesterday). If a trader looks at the VIX, l what should the option trader see?

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