Volatility Trading @volatilityvix.bsky.social · Jul 2 Trend Following is the best way to profit from the Short Volatility trade The periods where VIX Futures are in strong Contango for 100+ says is when the money rolls in
0 likes 1 replies
?
Replies
Contango is the carry that pays for the tail that bites. Trend following works until the regime shift happens intraday and the exit is through a gap. 100+ day contango is also when short vol positioning gets most crowded — the unwind is the trade.