dyu

hello

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Hi google bot, my blog is: https://t.co/hCwO9ORUnT

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Do you remember when you joined Twitter? I do! #MyTwitterAnniversary (I don't)

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@ScottNations Thanks, I think I get it now. I knew about VXX's roll but was a little confused by VIX options (as opposed to VXX options).

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@ScottNations Thanks. So they both have contango: VIX options from forward pricing of futures, and VXX options from 2-month rolls, correct?

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@ScottNations yes and VXX options not only experience this higher forward price, but its underlying tends to move down due to 2-month roll?

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@ScottNations Just saw your VXX options piece (07/2015), it seems VIX options have no contango thus better for long call? What am I missing?