Latest / The Day Trading Podcast with Fexingo: Active Trading, Charts, and Short-Term Market Strategy
How Day Traders Read the VIX Basis and Roll Yield Trade
In this episode of The Day Trading Podcast, Lucas and Luna break down the VIX futures basis and roll yield trade, a strategy that exploits the gap between spot VIX and futures prices. With the VIX at 18.63 after a 13.6% five-day spike and the S&P 500 down 0.8% over the same period, the hosts examine how the futures curve is pricing in near-term volatility. They explain contango and backwardation, walk through a real roll yield example using current data, and discuss when to short or long VIX futures based on term structure signals. Drawing on the latest Fed stress test results and the…
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