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Replies to post #187 on Volatility Arbitrage (ARB)

Replies to #187 on Volatility Arbitrage (ARB)
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dr_praeses

11/28/07 12:45 PM

#212 RE: dr_praeses #187

VIX ~ opening order

limit to SELL 2 VIX Mar 08 20c
limit to BUY 2 VIX May4 08 20c

net debit = 0.00

no fill yet / mark was 0.00 now went to 0.05

calender spread