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...
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...
Though it is early, VVIX is actually building bullish momentum on a day when the VIX is being crushed. The VIX is currently below 20. This market has tail risk and it may take something big, an outlier, to break it. So far it looks as though this hidden strength in vol of vol could unleash something soon, potentially in the fall of 2022. To be continued...
So I guess everyone thinks the markets have stopped going down !!! The few times we were here WELL you can see what came soon after . I AM IN CASH 100 % looking to be short soon very very soon .
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. _________________________________________________ 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...
The vix cycle is due now use the rally in the indexes to sell out and move into a net long vix now
vix is the volatility of spy while the vvix is the volatility of vix Historically they followed each other but not now. I am yet to find an explanation for this phenomenon. Is vvix being suppressed? Please leave your comments and share your insights.
Once this completes, rising Bond VX and Elevated Vol of Vol... A Very Bad Sign as Santa presses his Luck. The Operators have the ALGOs tee'd up to reverse this absurd non-sense once we see VX Vol crushed to Support. Should be a stunning reversal. ______________________________________________________ Depression Trade needs to be priced in... Then another...
Seasonally, Participation is reduced. 105 has been the Pivot for both higher and lower. Call Premiums in VX ar 400% Put in a declining Structure. Elevated. __________________________________________________ Pressure is mounting in a Full Retracement within the VX Complex. What upends it... No idea, but it will not be something already "Known" And therein...
The issue is this... "Offsides, Out of Balance" Conditions are beginning to show clear signs of extremes once again. They are now 2X. ______________________________________________________________ Observe the VVIX very closely. Arrangements are under immense duress.
One to watch in the coming days... In the past a break down of these VVIX/VIX trendlines is generally followed by a market crash. VIX measures the short-term volatility of the S&P 500 index, whilst VVIX measures the volatility of the price of the VIX. In other words, VVIX is a measure of the volatility of the S&P 500 index and alludes to how quickly market...
In MKTS either you are humble or will be humbled !!!
Previous pattern of higher lows foreshadowed a spike in the VIX. Will volatility spike to end the week?
The VX Complex is once again being given the runaround. IV drove Options prices significantly higher for a short duration. The Operators are reeling it back in for Fills. Inst's continue moving to Firms with perceived Pricing Power - Nessicities aka "the Things we Need" - A 7.26% Rise in 10 Yr Yields is beginning to create further disarray. This is going to...
VXX (M1/M2- VX) is showing signs of Life as the VVIX Pivots around 105, our indicated Pivot. It's going to require next week to continue to resolve as M2 appears to be catching the Higher Bids now as M1 continues to spread its 30 Day Maturity forward. Many are going to be caught offsides...
The VVIX was cornered to the 105s, as soon as this Level was violated the 100 Level. Gaps were filled on the VIX M1 October as we began to Settle November. This left a lower Gap for the settled Front Month / M1 - November. The HIgh Low Close - 16.10 / 14.70 / 15.35 for October Settelement. The HIgh Low Close - 19.70 / 19.30 / 19.325 for November...
That said... Good Luck Riggers, it will not work. CBOE VVIX Index attempts to represent - volatility of volatility in as much VVIX measures the anticipated volatility of the 30-day forward price of VIX. Simply put - it is measuring the M1 / M2 VIX 30 Day ST Short-term Volatility. For those of you who do not understand how the VIX is calculated, you are...
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