VI1! Commodities Futures Chart

RUSSIAN MARKET VOLATILITY FUTURES CONTRACT

 

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sumastardon sumastardon VI1!, D, Long ,
VI1!: VIX FIX Time to start thinking about hedging long trades again
11 0 4
VI1!, D Long
VIX FIX Time to start thinking about hedging long trades again

VIX index is coming into the buy zone again. Approaching limits on downside now (15% max) - worth buying into further S and P strength if/when it drops into the 11.5 -10.5 zone

PrometheusAM PrometheusAM PRO VI1!-VI2!, D,
VI1!-VI2!: Plotting VIX Contango or Backwardation
198 0 6
VI1!-VI2!, D
Plotting VIX Contango or Backwardation

Use this chart to see whether the Front month VIX contract is trading at a standard discount (contango) or premium (backwardation) to the second-month contract.

PrometheusAM PrometheusAM PRO VI1!-VI2!, D,
VI1!-VI2!: VIX Contango or Backwardation vs VXX
56 0 5
VI1!-VI2!, D
VIX Contango or Backwardation vs VXX

This chart shows how much the backwardation - when the front month trades at a premium to the second month - impacts the price of VXX which is constantly exposed to the roll-down between the two months.

PrometheusAM PrometheusAM PRO VI1!, D,
VI1!: VIX - Something to Commit to Memory
47 0 2
VI1!, D
VIX - Something to Commit to Memory

Using the rule of 16 and the 1/3 trading days time frame, the following translations should be committed to memory: VIX of 16 – 1/3 of the time the SPX will have a daily change of at least 1% VIX of 32 – 1/3 of the time the SPX will have a daily change of at least 2% VIX of 48 – 1/3 of the time the SPX will have a daily change of at least 3%

VI1!: A Sustained Rally Won't Come from Further Risk Covering
62 0 8
VI1!, D
A Sustained Rally Won't Come from Further Risk Covering

The easy, risk-covering trade opportunity has been absorbed this past week. If the S&P 500 is to make another thrust higher moving forward, investors are going to have to mount it on traditional factors: hopeful growth forecasts, expectation capital inflows chasing record highs, hope that the Fed is mistaken in its warnings of two rate hikes this year.

YaKa YaKa PRO VI1!, D,
VI1!: VIX May Contract Metric
90 8 1
VI1!, D
VIX May Contract Metric

Kind of muted so far - There is complacency or strength. I am not sure to get it locally but if it trades above 17.50 (2 vols higher which is far still) it could open to very bearish dynamics with vol reaching 26 again on the front contract.

BobbyBlueShoes BobbyBlueShoes VI1!, D, Long ,
VI1!: Does the VIX know something?
75 2 0
VI1!, D Long
Does the VIX know something?

I understand that Friday is not the best day, with quadruple witching day. Volatility and specifically the broadly traded VIX futures is possibly a bad indicator considering expiry volatility and the numerous covering taking place for the next month/quarter, but VIX was holding up surprisingly well on Friday considering the S&P spent most of the day at its ...

YaKa YaKa PRO VI1!, M,
VI1!: Volatility Segmentation - Extracts
103 5 5
VI1!, M
Volatility Segmentation - Extracts

View: I think volatility is on the rise and is going to test 28 soon and maybe 36 before year end. Observations: I split the volatility prices in 5 segments: (1) 9% - 16% - Very stable - Slow - Steady regime on SPX (2) 16% - 28% - Spikes of fear within rally. (3) 28% - 36% - Strong moves down (4) 36% - 56% - Extreme moves down (5) 56% - 80% - End of the ...

YaKa YaKa PRO VI1!, M,
VI1!: Rough Time Ahead
103 0 5
VI1!, M
Rough Time Ahead

New tops.... Well, below the surface, the agitation is increasing. Volatility is operating a turn and is preparing for rough days.

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