CBOE VIX VOLATILITY INDEX

CBOE

VVIX

realized vol has already shifted and setup a new base of operations. the coiling will contract volatility but the faster it contracts to reach the quicker the response. also bond volatility/economic data will guide the path ahead. to take advantage of vol-vol. im taking a bullish duration premium selling posture

curve still set in a wide contango. HV still extremely low, but hedging too cheap to pass up. i like further date call spreads or possible call diagonal. still no definitive catalyst to spark vol. but when hedging gets dirt cheap most will take advantage but in a way that makes sense via spx

Gap closed. A HH will move markets lower $VXX, $VVIX, $SPY

when playing vix it's important to know a few things. the spx skew, the volatility futures curve vs spot price, realized volatility, and the implied volatility of volatility. the SKEW has leveled off from 126-130 range (fairly elevated) to 116 lower range of the yearly average. that being said spx calls to puts iv differential are fairly weighted, but risk demand...

so it begins. im under the impression that these tariff threats are a means to prevent a sell on the news event when the actual resolution occurs. volatility=velocity in my book in either direction. falling volatility is usually a very bullish sign so maybe. this trump tweet is a bluff to increase the velocity of the move post resolution this week (possibly). a...

looks like its gonna happen and its gonna be glorious. contango maintaining, cash moving but likely to fall

Vix contango a decent spread. Roughly .50 spot--M1. Tail moderate. Equity risk not driver of current volatility however bond volatility has been the main driver. Although lower yields are concerning the main valuation method for risk assets is bond yields. So going forth expect with lower yields higher equity valuations. With higher valuations expect lower...

It's gonna be glorious. I'm stationed uvxy 36.5p for .18

contango roughly 5% between spot and M1. vvix looks ready to fall. skew still indicating normal distribution

so this slight pop in vvix is still controlled/favoring the short side overtime due to the embedded cost of carry.we have yet to see a realized volatility moment like we did during December (melt down). with vvix around its historic range, i say no need to fear the reaper. although higher vix may be perceived with higher risk, its actually the opposite. so, with...

VVIx is the implied volatility of vix options. Vix is the implied volatility of spx options so vvix is the implied volatility of spx's implied volatility or vix (vix-ception). It relates to pricing of vix options on both sides but favors vix calls WHEN SKEW (cboe skew) begins to effect OI on spx options. Skew places extra weight on spx puts and allows for the...

market still not stabilized because of this .... probably unwinding undone .. bull just can't be too confident because forced selling can happen anytime ~

Stop looking at the VIX... look at the VVIX instead. There continues to be more demand for hedging against VIX rise compared to 2016. We're not seeing extreme complacency in the options market.

MAJOR MAJOR SHORT SQUEEZE of SHORT SELLERS in Volatilty has YET TO COME!!!

That's when the REAL PARTY BEGINS as it breaks September Highs!