VIX Call roll? #567
jzymetalgear
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VIX Call roll?
#567
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It won't roll the VIX calls, they are held until expiration. |
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so if I manually close the vix call, the next day it will continue to monitor and try to place a new vix call? ( I have cron job setup to run every day). Thanks! |
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Yes, if you close the call, ThetaGang will try to open a new position next time it runs. You can optionally ignore calls with less than N days remaining to expiration. |
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Hi I want to thank you for this amazing project! I have been running it for a while on my TWS paper account and performed very well. Just have one question regarding the VIX call hedge configuration. I have turned on the VIX call but did not see any "roll" option so will the vix call just expire on expiration date or maybe I miss something? Thank you!
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