Thanks for the post. I've been in this trade by selling naked calls on UVXY since the beginning of the year.
I've been letting my calls expire recently without adding new trades. Getting uncomfortable with the low volatility and I end up selling more calls to make up for the low premium.
The ‘Short Vol’ Trade Has Gotten Completely Out Of Hand Jesse Felder August 26, 2016
I've been letting my calls expire recently without adding new trades. Getting uncomfortable with the low volatility and I end up selling more calls to make up for the low premium.
https://tinyurl.com/ya2mspnh 6/24/17