VIX Weekly Volatility Forecast 31/10 - 04/11 2022
Currently the volatility for this week is around 12.11% , up from expected 8.8% last week.
According to ATR calculation, currently the volatility is located around 10th percentile.
Under this circumstances the expected movement of the candle is :
BEAR : 9.4% from the opening point of the weekly candle
BULL :...
The idea is long VVIX vs VIX in this relative pair trade,
Expecting a big spike in short term implied volatility.
This will mean SP500 to test 3,400-3,300 level range.
Ratio target 5.00
By now you all know the drill. Let's start with an initial framework, assess the current environment, and evaluate all below questions.
are we trending or ranging?
- a series of higher highs, higher lows
- sellers structure is broken, we are tracking whether buyers will protect or find it difficult to hold
discount?
- we are tracking the lows...
VVIX was trapped in a trading range for 12 weeks. It finally managed to break out last Friday portending higher prices for VIX.
It is quite possible that it will retest the 95.5 level before confirming the uptrend.
This has accurately called the 3 major tops of the macro downtrend days before they happen. It also shows that at the bottom of the channel the market is close to bottoming out. Align where this tops out with the SPY & QQQ. This is for biz neets that don't know how to type vvix/vix in the search bar.
The VX Complex comes under duress during Wall Streets Summer Fun Run.
Buying is an unprofitable game.
UVXY / VXX / SVXY is an assured loss.
When UVXY was trading over 11, I warned one trader off the Calls prior to
the plunge, suggesting it would trade to 9.09 and likely knife right through it.
Tis the season for the Crims to run the table - even collaring the...
VVIX/VIX, 1DAY: The VVIX / VIX aka "The Vol of Vol", is essentially the historical volatility of the VIX , in relation to its own recent history as represented by the VVIX and over the current volatility of options on the SPX as measured by the VIX. It is a way of measuring current volatility against a second order measure of volatility gauging the "rate of...
The SPX chart has 2 goals and one constraint:
Demonstrate the VIX / VVIX ratio as an inverse momentum indicator for SPX. The VIX is risk adjusted" by VVIX and the ratio is more useful than VIX alone. "Useful" is similar to 'Statistical Power' and means less data required to identify smaller changes amidst higher volatility.
Suggest that an ATH of SPX...
There is a substantial opportunity setting up for the Cash VIX, Calls are
obviously higher into Friday's RT, but should be followed out to and through
Feb 2023 at the 25 and 35 Levels.
The Arbs are beginning to stretch the Bands to extremes, this almost
always provides an outsized opportunity at Levels.
24.30 Was the July Futures Contract Support which traded...
Once they've finished dicking with Vol of Vol - the move
Higher will provide an outright collapse in the Indicies.
It will fill the Lower SPY Gqps @ 338, 285, and 230.
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The Weekly Bowl on the VX indicates it will retest its Hoghs
and exceed them by a large margin.
Time is not on Equities Side.
Try as they might...
it's that time of the month.
No, it's not Hygiene.
July CT spread is ZERO, the CAsh Vix is positive on Roll Yield as well.
The Curve went into backwardation slightly...
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Hopefully, a PCC Squeeze into the next DUMP.
The fundamentals that move markets dashboard
Here you find the: SPY, VIX, DXY, Crude oil, Commodities, Fed-Funds, 2YR-T, 10YR-T, and the Fed's balance sheet.
Volatility, though high, appears to be wedging sideways, while the vol on vol (VVIX) has fallen. This typically indicates a falling VIX.
Bitcoin has a high correlation to the VIX (volatility of SP500) - see the 4 year history.
Whip inflation now~!
LoL, nope never gonna happen.
Food Prices YOY are up 34.2% and continue to RISE.
FED Funds Effective @ .83%
So aggressive... yeah, naw... not even close.
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Indies oversold?
Hell no.
6 Sigma ahead.
Plan for it.
