8/9 Wednesday

8/8 term structureDaily log
8/8 VIX futures matrix
8/8 history

Looking at the matrix and the term structure curve, the contango is properly deepened. This is closing data. I was monitoring the market last night, and it caused me to take actions.

The VIX gradually rose, and the unrealized profit of both 1m and 2m positions decreased rapidly. Since I was looking at this directly, I got a thought that “at least, I’d like to avoid a loss” then I closed them.

As is often the case, after that the VIX began to fall and the closing price was this value. Now I think it was too early to judge/close the positions, but let’s wait until the maturity date for a final summary.