GREY:BTTPF - Post by User
Comment by
redarTneJon Aug 31, 2015 4:17am
71 Views
Post# 24064188
RE:RE:HVI most important fact
RE:RE:HVI most important factUnfortunately, with HVI there is little you can do to protect yourself. Options on HVI do not exist. Normally I would suggest buying deep out of the money put options to protect yourself in case of catastrophe, but those are not available here. Buying HVU as a hedge will not protect you in the long term due to price deterioration. It is best to consider other ways to short volatility, that may have a more tolerable risk profile…if that is possible with this strategy.