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February 19th, 2011 at 10:27 am
Phil:
Been trying to roll March VIX 18’s to April 15’s for 3 days with no luck getting the prices I want (set between the bid and ask). It has hit the price I wanted several times and even fell below it once yet the trade still did not execute. Am I resigned to accept the market price to get the trade to execute or is there some trick to getting the price you want on VIX? Thanks.