As Roll / Settle approaches for the VX M1 - M2 --- they are attempting to fend off the 50/200 cross for the VIX... good luck riggers on the trigger. M2 will appear to have a Gap as the Continuous Contract Squares. Typically we see a front run of Volatility ahead of Roll and things pickup again after settlement as Wednesday to Friday is EOW and decision time. SO...
The VXN has been extremely reliable. The range has expanded with NQ VX. The same cannot be said for the VX Curve and VIX as it correlates to the ES, the compression and clear attempts to collar it are evident. We should anticipate lower Prices for both Today. Tuesday's NQ/QQQ Put buyers were used and abused once again, buying lows and having no chance to exit...
Strong Bearish signal on VVIX this morning, but stochastic volatility remains high. Possibly we'll see the effect of sector rotation into the new quarter for next couple of weeks? Cheers Redd
Consecutive Weekly Bars were 4 Ticks apart, the 2nd being the lower of the two for September... a Higher High for the ES, by a 7.5 handles. Tomorrow is "triple witching" and we should anticipate volatility resulting from the expiration dates of the three financing instruments - stock options, stock index futures and stock index options all expire...
As indicated there was LARGE support in the VIX Curve, large buyers stood waiting and bought every pullback. The face ripping squeeze there is targeting 22.40s for the M1. Lead, follow or get out of the way - their message. We tend to obey.
Interesting Price action at this Level as M1 Moves to settlement. This pattern has existed for 8 Months. One to watch as the Institutions are nervous.
Today presents an opportunity for Volatility to expand or contract significantly at approximately 12:30 PM EST. VVIX is calculated using the implied volatility of out-of-the-money (OTM) put options in the VIX itself. The VVIX is defending the Counter-Trend Long. It presents downside risk for the Equity Complex is approaching. @ 8:30 AM EST Average Hourly...
Been working on various fractal patterns for the $VIX for a couple of years, trying to figure it out. Not sure if this will work out, but the mid-September timeframe coincides with the some Mega-cap cycle lows I've been charting.
Price remains in a well controlled descent, although Price has completed a Target for retracement. Retracements have been minor measure moves, 6 failures at each RT. CASH / SPOT VIX has a Daily GAP at 14.80, lower Range is 14.20. The parabolic move off the lows could see 150-200% gains in very short order. We patiently wait for fills at targets with No...
As the usual suspects attempt Gamma Squeeze after Gamm Squeeze. Bubbles the Chimp decides to take some off. Participants are backing away, $4 Trillion Jimmy Carnie touted on the "Sidelines" isn't coming into the Equity CONplex. It prefers CASH. TLT needs to close those over head Gaps prior to reversing... or does it. VIX coiling in a falling wedge where Wall...
A vix.plosion remains in trade, patience will reward holders to the 30s and then 40s as the coiled spring breaks and gives way to a large run to the upside. Cash/Spot VIX coming back into lower range with a 160 tick differentail. We need to see SPOT VIX trade into the 15s for our upside targets to begin their assault on BULLs. Blind sided by a bunch.
The sudden sharp drop in implied volatility has triggered a tightly correlated decline in the Options Complex Values. Friday's Gap Up on the Job Report let a large amount of air out. Volumes on the ES, SPY, SPX were abysmal once again. We suggested that TECH was due for a pullback based upon the TLT, 10Yr Yields and a number of additional causations stated. The...
There is a large accumulation of VX Complex Instruments. A warning sign of higher VX to follow. And with the 10/20/50 in Positive Divergence, all signs point to an initial 10% Correction followed by an additional 9% correction. We anticipate the ES can trade below 3910 and overshoot to the downside 3600-3800 range can trade on overshoot. The Bigger Lick...
We added to our VIX Curve Holdings @ 10AM EST. We believe the VIX will breakout of 22.50 range indicated by the Negative Roll Yield. The VIX Complex will be out Largest Holding.
VIX will move higher as Indices will front run their .382s Negative Roll Yields are always a warning, we alerted traders to this Important Condition on Settlement as V2/M2 exceeded V1/M1 by 8%. 22.50 is the level to watch for a breakout higher. August is a Negative time for the Indices. We maintain large Sell to Opens in AMZN, TSLA, TQQQ, NQ, ES, RTY, MNQ,...
📌 ridethepig | VIX Exploding Morning all... a short post, but one that is full of dramatic events. The 'discovered naked short' from wsb is a wildfire burning...the cleanest place to see the damage is in vol. This discovered vector in GME clarified the damaged relationship between central banks and market pricing while QE infinity provides a cover a 'risk...
Just an update on how the VXX has slowly worked its way down and is now back to the same levels as January 2020. If you look at the RSI levels, the is a higher low pattern that emerges before a spike. It looks like the same thing is starting to appear again.
See chart. So far they have been dead on.