Maybe they would axe the VXX management team like Credit Suisse did to TVIX and then you could have VXX rise and separate from the .IV. That is about the only scenario! Hehehe
you sending flowers?
Nope only when I am short, there's very little chance of reward going long that's for sure. Next time I am going to do a Godiva Gift Basket on the short trade! ;)
I really do think we are going to have record low volatility at some point this year. VIX below 10 maybe even below 9!