Notes: With the February /VX futures contract trading at 16.52, looking to re-up with a term structure trade in the February cycle after taking off my January with a break even around where the futures contract is trading.
Comment
Ugh. No fill. VIX trades in nickel instruments, and I wasn't willing to drop my fill price to .60 (even though my broker will price improve in penny increments if it can).
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