Correlation trade
StrategyMulti
Correlation trade short index vol long basket
Source: encyclopedia
Dispersion trade
StrategyMulti
Dispersion trade short index vol long single name vol
Source: encyclopedia
LJM Preservation blowup 2018
StrategyShort
LJM Preservation Feb 2018 VIX spike short-vol blew up
Source: encyclopedia
Long gamma scalping
StrategyMulti
Long gamma scalp ATM straddle delta-hedge
Source: encyclopedia
Long volatility crisis hedge
StrategyLong
Long volatility crisis hedge convex tail
Source: encyclopedia
Long-Term Capital Mgmt 1998
StrategyShort
LTCM 1998 Russia default vol blowup
Source: encyclopedia
Negative gamma blowup risk
StrategyShort
Short gamma blowup risk Aug 2024 yen carry
Source: encyclopedia
SVXY ProShares Short VIX
VIXLong
SVXY ProShares Short VIX Short-Term Futures
Source: encyclopedia
Short gamma sell vol
StrategyShort
Short gamma sell vol delta-hedge
Source: encyclopedia
Short volatility income
StrategyShort
Short volatility premium income negative carry
Source: encyclopedia
Skew trade put vs call
StrategyMulti
Skew trade short put long call premium-rich
Source: encyclopedia
Term structure trade
StrategyMulti
Term structure trade short near + long far vol
Source: encyclopedia
Theta-positive income
StrategyLong
Theta-positive income farm time decay
Source: encyclopedia
UVXY ProShares 1.5x VIX
VIXShort
UVXY ProShares Ultra VIX Short-Term Futures
Source: encyclopedia
VIX 15-20 normal
VIXMulti
VIX 15-20 normal range
Source: encyclopedia
VIX 20-30 elevated
VIXMulti
VIX 20-30 elevated stress
Source: encyclopedia
VIX 30-40 high
VIXMulti
VIX 30-40 high stress event
Source: encyclopedia
VIX 89.53 ATH Mar 18 2020
VIXMulti
VIX intraday ATH 89.53 Mar 18 2020 COVID
Source: encyclopedia
VIX <15 complacency
VIXMulti
VIX <15 complacency low premium
Source: encyclopedia
VIX >40 panic
VIXMulti
VIX >40 panic level COVID Aug 2024 GFC
Source: encyclopedia
VIX Cboe Volatility Index
VIXMulti
VIX Cboe Volatility Index 30-day SPX implied
Source: encyclopedia
VIX backwardation gain rolling
VIXLong
VIX backwardation gain rolling rare event
Source: encyclopedia
VIX call hedge cheap
StrategyLong
VIX call OTM hedge cheap convex
Source: encyclopedia
VIX call spread bull
StrategyLong
VIX call spread bull cheaper hedge
Source: encyclopedia
VIX contango decay rolling
VIXShort
VIX contango decay rolling cost VXX -90% per yr
Source: encyclopedia
VIX futures CME term struct
VIXMulti
VIX futures CME contango/backwardation
Source: encyclopedia
VIX options CME
VIXMulti
VIX options CME European cash
Source: encyclopedia
VIX put short premium
StrategyShort
VIX put short collect premium reverse spike
Source: encyclopedia
VIX-VXX correlation 0.85
VIXMulti
VIX-VXX correlation ~0.85 imperfect
Source: encyclopedia
VIX1Y 1-year
VIXMulti
VIX1Y 1-year Cboe Volatility Index
Source: encyclopedia
VIX3M 3-month
VIXMulti
VIX3M 3-month Cboe Volatility Index
Source: encyclopedia
VIX6M 6-month
VIXMulti
VIX6M 6-month Cboe Volatility Index
Source: encyclopedia
VIX9D shorter-term
VIXMulti
VIX9D 9-day Cboe Volatility Index
Source: encyclopedia
VIXY ProShares VIX
VIXShort
VIXY ProShares VIX Short-Term Futures
Source: encyclopedia
VVIX vol of VIX
VIXMulti
VVIX volatility of VIX
Source: encyclopedia
VXX iPath S&P 500 VIX ST
VIXShort
VXX iPath S&P 500 VIX Short-Term Futures decay
Source: encyclopedia
VXZ iPath VIX Mid-Term
VIXShort
VXZ iPath S&P 500 VIX Mid-Term Futures
Source: encyclopedia
Variance swap pure vol
StrategyMulti
Variance swap pure variance exposure OTC
Source: encyclopedia
Vega-neutral portfolio
StrategyMulti
Vega-neutral portfolio bal long+short vol
Source: encyclopedia
Vol arbitrage IV vs HV
StrategyMulti
Volatility arbitrage IV vs HV
Source: encyclopedia
Volatility swap pure vol
StrategyMulti
Volatility swap pure vol exposure OTC
Source: encyclopedia
XIV blowup Feb 5 2018
StrategyShort
XIV inverse VIX product wiped out Feb 5 2018
Source: encyclopedia
An encyclopedia of publicly documented strategies for education. YCAI does not recommend, endorse, or trade any of these. Not investment advice.