VXX
Apendinghedgerecommended 2026-06-04 · source intel_mirror_v0/hedge_bucket batch=hedge-bucket-2026-06-04Research-mode rules
| Research status | queued |
|---|---|
| Analysis batch | hedge-bucket-2026-06-04 |
| Analysis file | codex/risk_analysis_2026_05_05.md |
| Stop-loss | -50% premium → exit fully |
| Time stop | 2026-09-01 → exit if <100% gain |
Instrument & sizing
| Instrument type | leaps_call |
|---|---|
| Strike | $35 |
| Expiration | 2027-01-15 |
| Polygon symbol | O:VXX270115C00035000 |
| Recommended quantity | 1 |
| Recommended dollar amount | $491.2 |
| Recommended entry price | $4.91 |
| Spot at recommendation | $24.56 |
| OTM% | — |
| IV at recommendation | — |
| Delta at recommendation | — |
Thesis summary
Vol-shock hedge. VXX 25% OTM call. Convex on regime-change vol expansion.
Linked predictions (0)
No predictions linked.
Upcoming catalysts (1 of 1)
| Date | Type | Description | Expected impact | Status |
|---|---|---|---|---|
| 2027-01-15 | expiration | VXX option expiration | volatility_only | upcoming |
Update history (10)
Most recent first.
| Updated at | Type | Source | Drift / shift |
|---|---|---|---|
| 2026-06-12 22:15Z | auto_review | cron | spot -1.5% |
| 2026-06-11 22:14Z | auto_review | cron | spot +3.1% |
| 2026-06-10 22:14Z | auto_review | cron | spot +8.3% |
| 2026-06-09 22:16Z | auto_review | cron | spot +2.5% |
| 2026-06-08 22:11Z | auto_review | cron | spot +0.8% |
| 2026-06-08 01:49Z | auto_review | cron | spot +2.6% |
| 2026-06-08 01:14Z | auto_review | cron | spot +2.6% |
| 2026-06-07 22:10Z | auto_review | cron | spot +2.6% |
| 2026-06-06 22:10Z | auto_review | cron | spot +2.6% |
| 2026-06-05 22:16Z | auto_review | cron | spot +2.6% |
Actions
Deploy captures actual fill details. Pass requires a categorical reason.