📌 VIX Vertical Call Spread – Aug 19, 2025 (18/25)
Executed on June 13, 2025
Volatility has compressed near multi-month lows, but the chart shows two major spikes above 45 in less than a year — triggered by macro shocks (Fed surprises, Trump’s “Liberation Day” tariffs, geopolitical escalations like Israel–Iran).
I’m positioning with a long call spread on the VIX (Buy 18C / Sell 25C, exp. Aug 19), structured to hedge against a black swan while maintaining capital discipline.
• Risk/Reward: 2:1
• Probability of Profit (POP): ~58%
• Breakeven: ~21
• Defined risk / Defined reward
• No directional delta risk
I’m not forecasting volatility — I’m accepting that extreme events can (and do) happen. This spread pays off only if volatility spikes again above 21–22 in the next 60 days, which aligns with historical context.
🔒 No need to predict the trigger. Just manage exposure and define your risk upfront.
📈 Follow for more volatility and options setups based on structure + context.
Let’s stay ahead, not reactive.
Executed on June 13, 2025
Volatility has compressed near multi-month lows, but the chart shows two major spikes above 45 in less than a year — triggered by macro shocks (Fed surprises, Trump’s “Liberation Day” tariffs, geopolitical escalations like Israel–Iran).
I’m positioning with a long call spread on the VIX (Buy 18C / Sell 25C, exp. Aug 19), structured to hedge against a black swan while maintaining capital discipline.
• Risk/Reward: 2:1
• Probability of Profit (POP): ~58%
• Breakeven: ~21
• Defined risk / Defined reward
• No directional delta risk
I’m not forecasting volatility — I’m accepting that extreme events can (and do) happen. This spread pays off only if volatility spikes again above 21–22 in the next 60 days, which aligns with historical context.
🔒 No need to predict the trigger. Just manage exposure and define your risk upfront.
📈 Follow for more volatility and options setups based on structure + context.
Let’s stay ahead, not reactive.
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The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.