I should like to start with a reminder of the operational plan for the first Covid chapter. 📌 Covid Chapter I The terrain here was clear. My models were picking up on a sweep of the lows in VIX to clear the path for a +600% expansion. In order for us to manoeuvre around this we must understand how large hands move various assets at quite a precise...
$VIX: $VIX term structure suggests elevated volatility in the coming weeks/months. Welcome to backwardation. This is usually a good time to own $UVXY since the carry is low & actually compensates you for owning volatility. The only issue is that spot $VIX needs to rise and $SPX needs to sell. Then $UVXY will have an asymmetric payout. However, for now, without...
⚠️ Chapter IV: Vix and microstructure ⚠️ For those following the swings in Vix since 2019 you will know we are tracking for the overprotection from sellers and how to try to get rid of the 'all is back to normal' sentiment. This is a shorter update than the previous three chapters, intentionally aimed at casting some light on how sellers are overshooting...
Hello, Here we are going to start to see VIX lead the way and direct the Global Equity flows in a turbulent election and coronavirus struggle.. The S&P 500 is becoming volatile signs of indecisiveness. We will see the VIX volatile around 18-24.. this zone is and important gap - which has not been filled. - we have been holding losses .. but now easing to...
This shows all the different Volatility products. As you can see, when the 9d Vix goes above the longer term Vix's. Bad things happen. Why? Because if the 9 day vix is higher than the others, it means that people are more uncertain about what will happen in the next 9 days than the next few months. Just something to think about:)
VIX 1D-TIMEFRAME ANALYSIS Hello ladies and gentlemen This is my new idea for the Volatility S&P 500 index My idea the index go to test 46 resistance I hope my idea is clear Support me by like and share Good luck
The Volatility S&P 500 Index has been rising again since the week of August 10, 2020. Is there a chance of a "small" price setback 2 months before the US election? Apparently, some market participants want to hedged that risk. Watch out!!!! Greeting Stefan Bode
Hey tradomaniacs, in this picture I explain my currently concerns about the rally upwards based on the financial injection of the FED. Increasing volatility is usually a concomitant of FEAR and so Sell-Offs in the market. LEAVE A LIKE AND A COMMENT - I appreciate every support! =) Peace and good trades Irasor Wanna see more? Don`t forget to follow...
The current S&P 500 monster rallye is actually starting a correction, when divided by its volatility. TVC:VIX Also note how the gap from march panic sales is now closed. We are seeing increased volatility paired with higher prices, which should be seen with at least some caution...
As long as VIX is above this level, we are not out of the woods yet
📌 Working in public has given us a live example of Volatility expanding in times of a crisis. Here it is usually a swing recap for those following. As you will remember we made good use of the initial tempo in the retreat : The show must go on... in came buyers with the counter attack and no surprises on the timing, covid was simply the trigger. ...
Over all weakening support for the broader markets, aside from media frenzied pharma and the NASDAQ's push behind earnings likely to see some sell off today. Directional movement showing bearish indications, will watch supports and resistances closely today along with charted trend lines on the cube. Initial overlay on 30d/3Hr analysis. Starting to see more...
Credit for this research goes to Nomura's Charlie McElligott - as reported by Zerohedge.com tonight. Tomorrow (I'm in LA so it is just before midnight here) or today (depending on your timezone and when you see this post) Wednesday, July 22 is VIX Futures expirations day. Last expirations and next expirations for 2020: 22 January 2020 19 February 2020 18 March...
Vix Daily Range for Jul 2oth (Neutral Bias) 13:35:21 (UTC) Mon Jul 20, 2020
Vix Daily Range for Fri Jul 17th 13:29:19 (UTC) Fri Jul 17, 2020
Vix Daily Range for Jul 16 14:28:15 ( UTC ) Thu Jul 16, 2020
!Vix Daily Bullish Range for Jul 15 13:32:09 (UTC) Wed Jul 15, 2020
VIX Long Entry + Daily Risk Range 13:24:27 (UTC) Fri Jul 10, 2020