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S&P 500 3M VIX

INDEX:​VXV
 
     
 
     
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VXV Index Chart

 

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tripps44 tripps44 PRO VIX/VXV, D, Education
VIX/VXV: Ratio of 30 day VIX (the so called "Fear Index") to a 3mth VIX
104 0 7
VIX/VXV, D Education
Ratio of 30 day VIX (the so called "Fear Index") to a 3mth VIX

Some definitions first: VIX - expected 30-day volatility for the S&P 500 VXV - expected 3 month volatility for the S&P 500 So if VIX implies short term fear, VXV implies quarterly fear. To divide both of them as a spread can give an indication/direction of where both short term and a slightly longer term 'fear' is heading. Looking at the chart this ratio of ...

pantheo pantheo PRO VIX/VXV, D,
VIX/VXV: $VXV Volatility term structure
49 0 6
VIX/VXV, D
$VXV Volatility term structure

Not a perfect timing indicator, good to be aware off

Venicer Venicer VXV/VIX, D,
VXV/VIX: VXV/VIX
38 0 3
VXV/VIX, D
VXV/VIX

VXV/VIX

pantheo pantheo PRO VIX/VXV, D,
VIX/VXV: $VIX Volatility term structure
47 0 5
VIX/VXV, D
$VIX Volatility term structure

Optimism and complacency at extreme levels $SPY

ChimbOt ChimbOt PRO VIX/VXV, D,
VIX/VXV: VIX Study
295 0 3
VIX/VXV, D
VIX Study

Refrence

AdrianRaymondFX AdrianRaymondFX VXV/VIX, D,
VXV/VIX: Large divergence between volatility expectations and stocks
817 1 4
VXV/VIX, D
Large divergence between volatility expectations and stocks

A Tweet from Tracy Alloway with Bloomberg caught my eye this morning (https://twitter.com/tracyalloway/status/745855941619384321). She points out that the one-month VIX just tipped over the 3-month VXV. While this has happened many times in the past, I did notice that there is a rather large divergence between the VXV/VIX ratio and the SPX right now. The chart ...

jamison.gaddy jamison.gaddy PRO VXV/VIX, D,
VXV/VIX: Range bound
186 0 2
VXV/VIX, D
Range bound

Volatility continues to be "crushed." Reviewing the VXV to VIX ratio we can see high probability shorts and pull-backs. As long as the ratio remains range bound the markets will remain within striking distance of "highs"

pantheo pantheo PRO VIX/VXV, D,
VIX/VXV: Volatility term structure
299 0 5
VIX/VXV, D
Volatility term structure

Entering at potential sell signal area again

pantheo pantheo PRO VIX/VXV, D, Short
VIX/VXV: $SPY Volatility ratio (30D/90D)
1242 0 3
VIX/VXV, D Short
$SPY Volatility ratio (30D/90D)

Potential sell signal, but check PA first, as always.

jamison.gaddy jamison.gaddy PRO VXV/VIX, D,
VXV/VIX: VXV:VIX ratio "short signal"
270 0 0
VXV/VIX, D
VXV:VIX ratio "short signal"

What happens to $SPY when the VXV:VIX ratio hits 1.24?

codypd codypd VIX/VXV, D,
VIX/VXV: Contango about to come back to volatility
92 0 5
VIX/VXV, D
Contango about to come back to volatility

See chart. Bears really need to move things down on the indexes or contango will return to rolling volatility plays. See notes on chart. * note: looks like TradingView, in its wisdom, is now resizing indicators from how publishers intended them to be zoomed. Will follow up with another graphic later.

codypd codypd VXV, D,
VXV: Update on VIX /VXV - Volatility contango intact but muted.
418 0 3
VXV, D
Update on VIX /VXV - Volatility contango intact but muted.

Volatility traders over the last weeks have been seeing a "flattening" of volatility structure and have not been getting the returns they were expecting for contango trades. (If you want to see contango at work, pull up a 5 year chart of UVXY. Those losses? Contango.) These charts show what is happening. The VIX (short term volatility) is rising from its ...

codypd codypd VIX/VXV, D,
VIX/VXV: Are futures players frontrunning the VIX?
225 0 6
VIX/VXV, D
Are futures players frontrunning the VIX?

I use the VIX / VXV ratio to monitor VIX futures for contango/backwardation. A peculiar thing has been happening over the last 2 weeks on this admittedly ugly (but it looks great on a 4k mounted in my office) chart. VIX has been rising slowly over last 3 weeks and, more substantively, the VIX/VXV ratio has been rising too. As a result of that ratio rising, long ...

Crinklebine Crinklebine PRO VIX/VXV, D,
VIX/VXV: Short Term vs Long Term Volatility
462 0 1
VIX/VXV, D
Short Term vs Long Term Volatility

The nice thing about TradingView is that you can create custom hybrid charts. For this one I'm looking at short term volatility vs longer term volatility. When the ratio gets above 1 it seems to indicate a bottoming process. We are not there yet.

MacDee MacDee VXV/VIX, D, Short
VXV/VIX: SnP500 bearish divergence
198 0 0
VXV/VIX, D Short
SnP500 bearish divergence

By the solid blue line represented S&P500 shows lower low and lower high in April . Relation of VXV (CBOE S&P500 3-M Volatlity) and VIX (CBOE Volatlity) - candle chart - gives us information about the VIX term structure (VXV/VIX>1 => contango, VXV/VIX<1 backwardation). The lower the number, the higher the possibility of correction within 3Mo (by exhausting) ...

piloteiat piloteiat VIX/VXV, D,
VIX/VXV: CORRECTIONS
196 0 0
VIX/VXV, D
CORRECTIONS

Thankful to indicator inventors. http://www.youtube.com/watch?v=RQSq0ulC7Ms :)

piloteiat piloteiat VIX/VXV, D,
VIX/VXV: Last three  tops/corrections
143 0 0
VIX/VXV, D
Last three tops/corrections

short vs. longer term volatility - look at EMA 13 for clues- spike higher in index could be sold easily.

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