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
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...
Volatility has been steadily high and a cup pattern emerges.
My past posts should show a bit of the outlook I expect over the course of the next 3 weeks. I will say I did not expect the violent rally into the end of last week, but like all good traders should know, nothing is ever certain with the markets. I still believe price will visit 3680 (or at the very least 3848) before we see above 4100. there is nothing but good...
VVIX ( vix volatility ) has reached a point which usually correlates with the bottom of a dip or close to the bottom of a dip.
In this edition of who is getting hammered, its the Godfather himself. As I'm sure you've realized, DO NOT long VXX or UVXY at the highs...they are intrinsically designed to go down and kill the majority of traders who try and greedily make fast money. In all my past posts, we have witnessed the sleeping giant, base, chop, and create inductions. Finally 2 weeks...
Its been a slow push sideways amidst a few inductions, but the table is open from here until mid April for a potential explosion. WTI Crude was one of my first clues over the weekend it touched right near 57.35 before stabilizing near 60.3 now. Along with the relentless push of DXY, there is a real chance for a massive correction. If DXY stays over 92.5 on the...
Vvix at a potential turning point just needs volume confirmation. While vvix is low I like being long volatility via spreads
This is short and sweet, but while everyone is enamored over SPX finding a new high, it seems they have forgotten that it has gone no where. Here we stand after 4 straight green days of VVIX, to find ourselves in the top of our little box in the chart. More importantly, above the 50/200 ema and the Middle Bollinger. AS WELL as breaking the RSI trend to the bullish...