Divergencys even against VXV They longer the divergence last, they bigger the opportunity...
Potential sell signal, but check PA first, as always.
What happens to $SPY when the VXV:VIX ratio hits 1.24?
See notes on chart. Works for those who don't have time to watch volatility intraday. Doesn't require tracking contango / backwardation. *edit: prices based on close price of SVXY on the day of the Kagi transition.
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.
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...
This is not looking good. The spread between the 90 day volatility index VXV and the standard "fear gauge", the 30-days VIX continues to grow. The growing spread means there is elevated put option buying in July August, September SPX cycles. While at the same time there isn't any fear near term. I am contemplating an SPY put purchase. Perhaps I will buy a full...
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)...