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re: Paging IG or any other big money guys
Posted on 7/14/16 at 12:51 pm to Iowa Golfer
Posted on 7/14/16 at 12:51 pm to Iowa Golfer
break even is $17.60 and and the price was right. I didnt want to pay more but I wanted some delta also. those were my two. $1200 insurance.
1
Posted on 7/14/16 at 4:16 pm to b-rab2
Curious, how much insurance is it buying? What I'm asking, is what methodology do you use to try to figure out relationship between market drop, VIX increase, and subsequent gain used to offset overall market loss.
My best guess is an average portfolio constructed like the S&P is 10 VIX calls for every 10% drop in a $100K portfolio.
I buy to insure 25% of my portfolio for a 25% drop, but I don't use 10 calls for 10%. Because I own some very stable companies, MMM, X, AA as examples, and I'm not worried about these long term. I also am slightly overweight in oil, so I've started to buy oil VIX, which is OVX. But I also buy out of the money to attempt to control the premium expenditure.
My best guess is an average portfolio constructed like the S&P is 10 VIX calls for every 10% drop in a $100K portfolio.
I buy to insure 25% of my portfolio for a 25% drop, but I don't use 10 calls for 10%. Because I own some very stable companies, MMM, X, AA as examples, and I'm not worried about these long term. I also am slightly overweight in oil, so I've started to buy oil VIX, which is OVX. But I also buy out of the money to attempt to control the premium expenditure.
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