mxvxx avatar

    mxvxx

    MX

    Joined Jan 01, 2012

    1. mxvxx
      @ArtFord1 Thanks again for the BAR suggestion. By convergence to cash, do you mean the decay or accretion on each VX expiration date?
      May. 24 at 6:11 PM
    2. mxvxx
      $VXX .CDR up: $1.72 / month
      May. 24 at 6:06 PM
    3. mxvxx
      $VXX CDR for Monday 5/21/12 was not recorded. CDR for that date should be $1.60 / month.
      May. 23 at 5:29 PM
    4. mxvxx
      $VXX CDR down: $1.52 / month.
      May. 23 at 5:27 PM
    5. mxvxx
      $VXX Contango Decay Rate: $1.54 / month.
      May. 22 at 10:17 PM
    6. mxvxx
      $VXX Contango returns (by $0.01) this morning as the near-term VX futures open lower.
      May. 21 at 8:24 AM
    7. 1
      mxvxx
      $VXX Backwardation Accretion Rate (BAR): $.09 / month.
      May. 18 at 5:33 PM
    8. mxvxx
      $VXX at 2 p.m. CDR has dropped to $0.15 / month.
      May. 18 at 1:58 PM
    9. mxvxx
      $VXX It's notable that the VXX.IV closed $0.35 higher than the VXX note price yesterday. Always check the VXX.IV price before trading AH.
      May. 18 at 9:27 AM
    10. mxvxx
      @tradeha Don't know of such a site yet. CDR below $1 means that after yesterday's futures we are near backwardation -- lowest CDR in '12.
      May. 18 at 9:09 AM
    11. 1
      mxvxx
      $VXX CDR down sharply: $0.47 / month. This is the lowest Contango Decay Rate recorded so far in 2012.
      May. 17 at 5:28 PM
    12. mxvxx
      $VXX CDR down: $1.02 / month.
      May. 16 at 8:23 PM
    13. mxvxx
      $VXX CDR up: $2.04 / month (May VX Futures expiration day)
      May. 15 at 6:49 PM
    14. mxvxx
      $VXX CDR down: $1.03 / month.
      May. 14 at 9:48 PM
    15. mxvxx
      $VXX CDR up: $1.50 / month
      May. 12 at 6:29 PM
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      • Experience: Intermediate
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