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AftabAli
Mar 12, 2020 6:13 PM

Short Volatility Short

iPath Series B S&P 500 VIX Short-Term Futures ETNArca

Description

Cash Vix near 2008 levels with bearish divergences on the 3 hour charts. Although VXX is the futures S&P vol ETN, it should replicate the premium compression which we're looking to capture.
Comments
ishstar
you need to be looking at vvix as well and from the looks of it we’re not done yet
Bearish-Bulls
You know what, i had the same idea.... kind of weird how VXX, VX_F & UVXY aren't following VIX movement...
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