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VIX: Record Net Short OptionsAlthough we primarily trade FX contracts, staying on top of the equity markets around the world can have huge advantages when trying to identify opportunities preparatory to them even showing validity. The CBOE Volatility Index , known by its ticker symbol VIX , is a popular measure of the stock market's expectation of volatility implied by S&P 500 index options. Put simply, this chart represents volatility in the most widely used benchmark in equity markets (SPX) . As you can see, over longer term time frames price has compressed. This can be proven by looking at the average true range indicator (ATR) and historical range percentage indicator (HRP) on the daily timeframe . You will see levels very low; significant because the last time these two indicators were this low on the daily chart the VIX was prior to big spikes in volatility . These are incredibly complacent and quiet markets. There's nothing wrong with equity markets hitting new highs, however the more risk-appetite that traders have in their books and the further it deviates from what we would construe as a well founded risk position. Traders are carrying assets this high up in the market know that their exposure at these prices is risky. This is more of a risk when you consider the representation of volatility seen in the chart above. Looking at futures for the VIX , there is a net short position on the derivatives currently not expired. What's significant though is that the amount of contracts net short is 218,000 a new record. This shows the willingness of the market to take on risk through leverage. Keep in mind, the amount of free cash for Wall Street is at record lows, as the complacency of it itself can be seen just by considering this fact. _________________________________________________________________________________________________________________________________________________________________________ No part of this book may be reproduced or used in any manner without written permission of the copyright owners except for the use of quotations in a book review. All information and material is for educational and entertainment purposes only and is not intended to provide financial advice. 01:29:02 (UTC) Fri Jan 3, 2020
TVC:VIX
by TayFx
3
ridethepig | VIX Market Commentary 2019.12.20A quick update to the Vix chart as we enter into the final important NY session of the year with quadruple witching. For those tracking the previous flows we remain in the same levels with the same targets and the same flows to track: After we cleared TP1 we ran out of steam and decided to trade the retrace back towards Capitulation territory. This was enough to sweep the stops and absorb the floor: We then got the spike in VVIX as it dislocated the from the flows while Vix remained comatose. This is an important highlight to make as we enter into year end with markets happy to trade the reflationary theme something that smells very very off; With 2s5s screaming recession and protectionism hijacking the world what could possibly go wrong? Tracking closely Vix today for the year end flows and 2020 positioning...We will update in depth the fundamentals and technicals 2020 maps for Vix over the holiday period. Thanks for keeping all the support coming with likes, comments, charts, questions and etc! Best of luck those tracking VIX for signs of end of the cycle/reflationary 1H20 !!
CBOE:VIXLong
by ridethepig
8
Morning Notes 07/18/19Morning Notes 07/18/19-Gary Trading Environment-Short Term: Current Environment-Bearish Hi Everyone, (Sorry for the lack of posts and delay in these morning notes. I have been extremely busy and actually taking some days off) Futures have been bouncing around all morning. Buyers did step in at the 50% Fib line and technicals are oversold on the 60 minute /es. If we bounce some today, it would make sense, but I am thinking bears will be waiting at 2994 (/ES) That is where the 50/200 are crossing and if the bears fail to hold the bulls down there, new highs or a test of the highs is likely. The pattern on this Fed Induced rally has been push the tape higher in overnight trade, sell when the bell sounds and buy the last hour of trading. The pullbacks have been typically 50 points which is almost exactly where the bulls stepped in overnight and pushed the /es up some 10 points. What does all of that mean? If the bulls push the /es through the 2994, most likely it will be business as usual and the pattern remains in tact. If the bulls fail to push above 2994 and the bears take out the 2970/2957 support zone, the pattern has changed. That would open the door for a deeper drop, most likely down to the 2915 area. I am still looking at the 2964 support on the spx as the line the bears need to push through. That would open the door for a move down to the 2912 on the spx. I am open minded for today as far as direction. I still believe lower would make more sense here, but Mr. Market doesn't care what I think. Today range for the spx 2989 high and 2981 low. A break of 2989 the SPX should try for the spx should try for 2994/2998. A push below 2981 we could see 2972/2964. G- SPX CASH 60 minute Technicals Stochastics: Neutral-Coming Off Overbought Divergences- Bearish Divergences Resistance Levels: R1-2989 R2-2994-17 R3 2998 Support Levels: S1-2981 S2-2972 S3 2964 Trending Pivots: Lower
SP:SPXShort
by sentimenttiming
1
VIX - Market Crash Cycles | Indices | Macro Trends*Please support this idea with a LIKE if it helps you. Thanks! More details about me in my signature. VIX should be able to resume the down-trend soon and complete the "greed" cycle, which in turn would translate bullish momentum for Indices and a postpone on the inevitable Market Crash sequence. If however a break-out would occur, then a proper spike could be in play, translating into a prolonged "fear" period.Nevertheless, these are crucial times and the movements will be epic. Just need to be on top of it and keep on tracking, confirm and then tap into the real trend.Eat, sleep, trade and visualize those pips piling up.
CBOE:VIXLong
by EW4X
2
VIXY Is anyone seeing what im seeing???A topped out market showing major bearish divergences on multiple oscillators, volatility is dirt cheap and just using the most very simple basic TA anyone looking at the S and P 500 can say it is extremely overbought and just damn expensive, how much more upside can be possible in this market???? Do not get sucked in for 27 a share the upside is out of control especially if we get a major 2008 type scenario which seems to be closer and closer you will make more $$$. these are once a decade opportunities
CBOE:VIXY
by MikeySeko
1
SPX Pre FED Interest Rate Decision Analysis - 4 Hour ChartGood Evening Traders, I hope everybody is doing good. In this analysis, we will have a look at the SPX. We can see that the SPX is currently in a range of 2555.86 and 2684.14. However, I am expecting a break lower this week. I am expecting a hawkish FED on Wednesday in it' FOMC Statement which can be a catalyst for a move lower. With that said, I think a break of the rising trendline from 04-02-2018 to the downside will occur this week for a retest of the 2-year rising trendline. This range play can us take for at least a few days/weeks. Having a look at the second chart which is the volatility index (VIX). You can see that the instrument is trapped in a bullish triangle pattern. As long as it stays above 14.58 it should extend higher, which will put pressure on the SPX as they are negatively correlated to each other. I am expecting a retest of the 2593.82 trendline in the ideal case. This view will be invalid once SPX breaks 2684.14 resistance. I hope you enjoyed this view. Disclaimer: Trading is about going with the highest probability, nobody is 100% right and we need to protect ourself in case we are wrong. That is why we need to always use a stop-loss when trading. Trade with care. This my current view, and any view presented is not any trading recommendation, just personal view.
SP:SPXShort
by TradeFxTrends