Double calendar as a weekend vol hedge
The hosts discussed a conceptual use case for double calendars: buying a longer-dated strangle and selling a nearer-dated one to create a discounted, synthetic long strangle over a weekend, potentially hedging against volatility shocks.
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The story so far
CONTESTED · 16 MENTIONS · 6 EPISODES · 2 SHOWS
31 JUL 2026 — 14 AUG 2026 · YESTERDAY
12 SUPPORT · 2 CHALLENGE · 2 REPEAT
- THE OPTIONS INSIDER RADIO NETWORK · 7 MENTIONS
- Long VXX position as a tactical volatility hedge
- Vertical spreads for traders not glued to screens
- VIX term structure signals near-term complacency
- October-November VIX futures calendar spread trade
- UVXY as the preferred levered vol trading vehicle
- Short UVXY straddles paired with short SVIX
- Long-dated VXX puts as a strategic short vol position · CHALLENGES
- THE OPTIONS INSIDER RADIO NETWORK
- THE OPTIONS INSIDER RADIO NETWORK · 4 MENTIONS
- THE OPTIONS INSIDER RADIO NETWORK · 2 MENTIONS
- Double calendar management via break-even triggers
- Double calendar as a weekend vol hedge · THIS IDEA
- BLOOMBERG SURVEILLANCE
- THE OPTIONS INSIDER RADIO NETWORK
HOW THE SHOWS HAVE DISCUSSED THIS THESIS OVER TIME · NOT A PERFORMANCE RECORD