YaKa

SPX - Volatility Divergence

CBOE:VI2!   S&P 500 VIX
176 3 4
Although, SPX             is 5% higher than 5 months, Volatility is not marking new lows and is trading 4 vol             higher.

The volatility is slowly shifting regime or at least the perception of risk is increasing and it shall remain so with steepness increasing if the SPX             was to move higher.

Related Ideas

jangseohee
2 years ago
snapshot
Reply
YaKa PRO jangseohee
2 years ago
:)
I am not even sure this ETF performs well in general... even in Aug11, the performance was not that impressive.
+ I did not check on this ETF particularly but by construction, I think leverage etf lose money when staying flat (due to daily rebalancing features)... so if the spot is still at the same level 2 months later, you are losing money when you would be flat on spx...
To gain leverage: better trade futures.
-1 Reply
jangseohee YaKa
2 years ago
i agree
Reply
Ideas Scripts Chart
United States
United Kingdom
India
España
Italia
Brasil
Россия
Türkiye
日本
한국
Home Stock Screener Economic Calendar How It Works Chart Features House Rules Moderators For the WEB Widgets Stock Charting Library Priority Support Feature Request Blog & News FAQ Help & Wiki Twitter
Private Messages Chat Ideas Published Followers Following Priority Support Public Profile Profile Settings Billing Sign Out