Volatility S&P 500

The VIX today is falling to levels unseen since 1993. Quote: "The VIX, Wall Street's so-called 'fear gauge', crashed to the lowest level in almost 25 years on Tuesday, as a raft of better-than-expected earnings reports boosted appetite for equities. The VIX has been establishing trading ranges that continue to fall in recent weeks as the U.S. stock market has ...

The VIX is at times a perfect short term indicator. The latest reversal pattern anticipating missing upside momentum in the VIX. Global stockmarkets showing only little reaction to negative events wich occurs now three times in 5 tradingdays: US Hightechs selloff, Trumps Russia Probe. If there is no momentum to the downside, stokmarkets upmove could show a ...

In the last days and weeks overall fear indicators showing that bets and fears on a shortime drop of global stockmarkets had been rising dramatically. The main reasons - and all are geopolitics: - Trumps tradewars on China, NAFTA, Europe - Geopolitical tensions on Syria, North Korea, Russia - Upcomming First round of election in France What traders missed: ...

I wanted to compare volatility with price action leading into trend failures. I wanted to see how complacent traders/investors were. Did they see the trend failure coming? Paying particular attention to the 2008 crisis, I can easily see distribution forming wedge patterns at market tops. This is what I would expect to see. Leading into 2008-9, I noticed ...

VIX calmness and S&P hyperbolic rise bothering me to go long.

VIX index at historic lows, risk not being priced in / market haphazardly bullish

will it pop again?

Going to bite on an August setup here ... . Metrics: Max Profit: $190/contract Max Loss/Buying Power Effect: $160/contract Break Evens: 10.40/14.40 Theta: .94 Delta: 17.02 Notes: Previously, the recommendation was to shoot for 25% max profit on these. If you do that, however, you'll have to wait until the very last moment, generally, so shooting for 10% max on ...

Me thinks fireworks are imminent.

Put this together simply to visualise S&P realised vol against gold vol, it seems gold tends to realise slightly more, at least in the present regime.

Butterfly At Support. Gap Fill. Retest possible.

Possible idea We at that level in the vix were the spike come small spike since about a year are building for a big spike now. Mean that stocks will sell off hence the dollar weakness. As big money has been leaving the stock market moving into alternative assets

Just a thought.

Without a ton of stuff to do here premium selling wise that meets my standards, layering on some more VIX fly in the July expiry (35 DTE). July /VX futures contract is currently trading at 12.45, so that's where I set up the short straddle body of the set up. Metrics: Max Profit: 1.82/contract Max Loss/Buying Power Effect: 1.68/contract Break Evens: ...

VIX

Vix has only been this low for 3 times in history

... for a 1.60 credit. With the /VX July contract currently trading at 12.74, this is basically a bet that VIX will finish between current VIX price and the VIX futures front month price around expiry, although anything between 10.90 and 14.10 will do ... . Metrics: Max Profit: 1.60/contract Max Loss/BPE: .90/contract BE's at 10.90/14.10 Notes: Will look to ...

... for a 1.96 credit Metrics: POP%: 31% Max Profit: 1.96/contract Max Loss: 1.04/contract BE's at 11.04/14.96 Notes: I'll look to manage this at 25% max.