VIX Algo with Defined Risk: First Profit +$29

Decided to cover it because of extreme VIX lows; VIX ~ 20 is good for another trade.

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type VIX DTE ROC per year
2/1/2017 10:56 VERTICAL BUY 1 TO CLOSE VXX 19-Jan-18 32 CALL 2.63 0.35 LMT 11.7 352 0.398302
SELL -1 TO CLOSE VXX 19-Jan-18 35 CALL 2.28 DEBIT

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