Estimated return on VXX options based upon .50 VXX movement Using Strike just in the money - Variable in ROI are premium which varies by day and time purchased. plus amount the strike is in the money at time of purchase
Time Day ROI 11:15 Wed 15.00% 11:45 Wed 16.67% 12:54 Wed 13.64% 13:41 Wed 15.11% 14:22 Wed 14.40% 14:45 Wed 15.79% 15:06 Wed 16.88% 15:22 Wed 18.18% 15:56 Wed 15.15%
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