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Slowly catching up here … . I’ve been enormously lax.
Here’s what I’ve got on now; it isn’t much:
VXX Feb 2nd 27.50/30.5 long put vert:
Comments: Just your standard fare first OTM short put, three-wide in the weekly … .
VXX Feb 16th 27/29 long put vert (2×2):
Comments: Intended to be an “exemplar trade” to demonstrate how to scale to account size with a narrower spread, but a larger contract number … .
VIX April 18th 14/17 long put vertical:
Coments: Intended to be an “exemplar trade” to demonstrate how to take advantage of medium-term (M4-M7) contango drift using VXMT as a guide.