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New record in non-commercial VIX shorts


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 6/24/17
The DirectorThe Director
Gonar that seems really risky. Tt did a piece on this and long term it loses (a little money) 
Just curious as to the rationale as opposed to long puts with perhaps short call spreads to hedge 6/24/17