volatility

HAL9000 HAL9000 PRO SLW, D, 22 days ago
SLW: Sell puts on volatility spike
59 1 3
SLW, D
Sell puts on volatility spike

The precious metals sector was down hard yesterday on anticipation of further equity market upside post Trump Congress speech today. In this context, SLW was down most on twice average volume. While this would normally make us stay away from the shares, it offers excellent yields on the volatility spike, and a potential opportunity to build a position on the ...

AlexanderGotay AlexanderGotay PRO GLD, D, 5 days ago
GLD: Neutral trade on GLD with positive Vega
72 0 6
GLD, D
Neutral trade on GLD with positive Vega

After the strong move up the last couple of days, I expect GLD to make a small correction. With an IV Rank at less than 1%, is not a good idea to try any of my favorite trades, so I am doing a double diagonal that would benefit in an increase in volatility (long Vega). I sold the 120/115 Strangle on the april expiration and bought the 121/114 Strangle on ...

QuantumLogicTrading QuantumLogicTrading USDJPY, D, Long , 4 months ago
USDJPY: LONG USDJPY - FED & BOJ MONPOL, RISK SENTIMENT & ELECTION
288 1 11
USDJPY, D Long
LONG USDJPY - FED & BOJ MONPOL, RISK SENTIMENT & ELECTION

LONG USDJPY: 1. Slightly late posting this position but we got long at 104.5 earlier today. The rationale behind owning USD VS JPY is as follows. USD risks are bid 1) in the run up to the 2015 dec hike USD traded extremely bid with DXY breaking through 100, based on the last 2wks i expect USD to mirror 2015 and continue the bid tone we have seen both in 2015 ...

Kazonomics Kazonomics PRO VIX, W, 2 years ago
VIX: Relationship of the $VIX and S&P 500 $spx Analysis $spy #TA
902 3 15
VIX, W
Relationship of the $VIX and S&P 500 $spx Analysis $spy #TA

Relationship of the VIX and S&P 500. Key areas to watch on are 44-37 range on the VIX and on the RSI 51. We will not see a sustained rally on the S&P500 until the Vix RSI fails through 51 while the Vix capped under 37 level. The market will need some time to work off the volatility surge if this Asian contagion is actually over. However the market should not ...

TanayUK TanayUK PRO EURCHF, 240, 7 days ago
EURCHF: Compression of volatility leads to hypervolatility
20 0 5
EURCHF, 240
Compression of volatility leads to hypervolatility

Over the next 48 hours, we may see large moves in FX. At present we have a compression of volatility (see currency strength chart). This suggests that volatility will increase over the next day or so. The trade here is: Trade in the direction of price action and hold the trade. A trend following strategy will work better than a mean reversion approach.

ChrisDover ChrisDover PRO VIX, M, Long , a month ago
VIX: Long VIX Calls
37 0 1
VIX, M Long
Long VIX Calls

The last time we were at such lows in the VIX, we had a global financial meltdown. I'm not calling anything on another meltdown, that's not my job. Simply looking to take a little stab at volatility returning. Currently we find ourselves in the longest period of time that the S&P 500 has had a 1% move, higher or lower. I'm buying Calls on VIX, April 2017 $14 ...

PrometheusAM PrometheusAM PRO SI1!, D, a month ago
SI1!: VOLATILITY MODEL | Silver
37 0 2
SI1!, D
VOLATILITY MODEL | Silver

Similar to gold, silver is a great market to be long vol, as evidenced by the signals here.

PrometheusAM PrometheusAM PRO GC1!, D, a month ago
GC1!: VOLATILITY MODEL | Gold
37 0 2
GC1!, D
VOLATILITY MODEL | Gold

... Probably my favourite market to be long vol. Historically the model tends to signal preceding large price movements.

PrometheusAM PrometheusAM PRO CL1!, D, a month ago
CL1!: VOLATILITY MODEL | Crude
77 1 2
CL1!, D
VOLATILITY MODEL | Crude

... The same model on crude.

PrometheusAM PrometheusAM PRO HG1!, D, a month ago
HG1!: VOLATILITY MODEL | Copper
29 0 1
HG1!, D
VOLATILITY MODEL | Copper

This model looks for statistically low historical vols and has worked well for me in the past.

tdfish tdfish UVXY, D, Short , 2 months ago
UVXY: Naked Call UVXY
56 0 2
UVXY, D Short
Naked Call UVXY

This is an idea about selling naked calls on UVXY.

Salvi Salvi EURJPY, 240, Short , 2 months ago
EURJPY: Volatility analytics
42 0 8
EURJPY, 240 Short
Volatility analytics

The price has an irregularity to correct. Do not trade it if this is not part of your daily plan... Have a nice week you there!! :D

PSVert PSVert VIX, D, Long , 2 months ago
VIX: Going long VIX today
44 0 6
VIX, D Long
Going long VIX today

Volatility is low so protection is cheap now....You never know :-)

SageFXTrading SageFXTrading GBPUSD, D, 2 months ago
GBPUSD: High Volatility Warning for GBP Pound.
23 0 2
GBPUSD, D
High Volatility Warning for GBP Pound.

In case you haven't already heard, there is the UK supreme court decision for Brexit coming up in a few hours. There could be potential volatile whipsaw effect. Best to close positions, watch and stay out. Remember to let market settle for a couple of hours before getting back in. Good luck everyone.

PrometheusAM PrometheusAM PRO SP1!, D, 2 months ago
SP1!: VOLATILITY MODEL | Overlaid over SPI Rate of Change
18 0 3
SP1!, D
VOLATILITY MODEL | Overlaid over SPI Rate of Change

Perhaps it's time to get long vol. Given the daily range is rather narrow, it can be an expensive bleed, but, invariably we are statistically nearer to the floor in vol.

PrometheusAM PrometheusAM PRO SP1!, D, 2 months ago
SP1!: SP1! Rate of Change Particularly Narrow
17 0 2
SP1!, D
SP1! Rate of Change Particularly Narrow

There's such little variance there's been no >1std deviation moves since October 11th.

PrometheusAM PrometheusAM PRO VIX, D, 2 months ago
VIX: INTERMARKET | Vix vs Skew & Ratio Spread
148 0 2
VIX, D
INTERMARKET | Vix vs Skew & Ratio Spread

Another chart to keep in mind given skew has decoupled from the VIX!

Kaustubh Kaustubh DJI, D, 2 months ago
DJI: Something's got to give
41 0 1
DJI, D
Something's got to give

The DJI and SPX have been picture of clam for last month or so. But other markets are giving some very interesting cues. We could be in for some very interesting movements in a week's time when the Trump inauguration happens. All the details around this would make this post very long. I have the detailed rationale posted at ...

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