Volatility Index (VIX) is an indicator of volatility and investor sentiment. VIX shows market expectations for the short-term volatility of the S&P 500 index. We look at the long-term chart, then you will see in 2008 the index was around 70 Now we can see 54 for 2 months Last time the crisis was launched within two months - the mortgage crisis of 2007-2008 Now...
Decay strongly favors the contract holder. Notice even in the course of one day, with VIX hanging steady around 35-36, this thing lost $1 over 6 hours. See most insightful post credit to Hungry_Hippo, attached! Traded for $24 in the AM then price relaxed as VIX fell, on viral scare news at 14:38 VIX jumped back to 36 but UVXY reached... 23! This thing fades...
During this time, we are witnessing to a surge in volatility. Spreads on VIX are becoming interesting. I wouldn't consider the first deliveries as we do not yet know when this period of fear on the financial markets will end. The spread I propose is VXK20-VXM20 (to sell). As we can see from the chart, the spread has turned into an always stronger backwardation...
Here we are tracking the massive breakup in Vol; this is looking dangerous and is right on time with Coronavirus kicking in. This was forecast miles in advance (see charts below) and has followed the mapped flows flawlessly since the previous swing we began tracking earlier last year: The sweep of the lows was a textbook example of clearing the board to open...
Don't expect markets to crash before Summer. Sell in May?
if the market sell off continue, VIX could continue to spike up but up to a certain point. markets ought to recover and volatility to taper off once the virus episode blows over. rather than go long the market which could still be choppy, a way to go long is to short VIX. based on regression analysis, VIX is likely not go beyond 22
Although 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...
A 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...
Well the second spike high came in right into the panic cycle low due 12/9 to 12/11 the chart posted shows another use for my vix buy model . I now moving net long spy dia qqq look for new highs near 3167 to 3175 soon dow 28376 to 28460 soon
Current price is at $14 from being at lowest price ever is $13 Highest price 12k any spike upward on this price will be in the $100's even $1,000's
We see clearly 12 is the value zone for VIX. All our leading indicators such as Copper, RUT, IYT show possible pull back if not correction in stocks. In accordance with recent COT reports we don't see it to be dramatic. Possibly start buying VIX December futures in small portions around 14.
Similar to Silver and Gold $VIX is basing just at the long-term support and is in the uplifting wedge formation
Greed has stepped in and volatility has fallen at levels not seen since July. Market seems to be falling into complacency, as stocks are breaking new highs with each day. Though that may change soon, as VIX is now in zone 1 of a possible move up.
Short SPX500 @ 3,025; TP @ 2,900, SL your choice. Actually LONG VIX Nov'19 contract @ 15.55; TP @ 20.55
Morning 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...
VIX is sitting on a trendline which started in December 2018. As SPX continues to make new high, perhaps is time to put on some protection when VIX is so cheap or low.
$uvxy $vxx $tvix $vixy I like the vix down here- it will most likely have more downside as this rally attempts to push higher.. Volatility is coming in my opinion. I'm also looking for weird behavior or divergences (i.e. the vix & market moving up together).