Long VXX UVXY or any other short volatility etf / etn to profit from backwardated term structure and pickup in vol
VVIX represents the volatility of the VIX indicator, more precisely its the 30 day expectation of the VIX index which is the expectation of implied volatility in the SPX in 30 days time. Read more on this on CBOE's website. VVIX is mean reverting in nature, as it is as index and non-tradable it represents this mean reversion without market expectation building...
Sometimes bears get ahead of themselves and start pointing to "complacency!" so often that you figure when they give up and stop then complacency will be finally at hand. Well I use the VVIX to tell me when we have hit complacency, along with my "freakout indicator" which tracks the VIX & VVIX along with the S&P % above DMAs (50 and 200) for the 100 and...
The VVIX measure the cost of buying an insurance which is the second derivative of cost put protection Based on my last post on 27 Oct, price were on an accelerated retracement back to lower channel. It pierced through and break down of the channel making it look like more downside to come, and within the accelerated downtrend, price got rejected again by...
As the saying goes, "still water runs deep", VIX has dropped down from 30 to 16, but the VVIX is still very high at 100. The VVIX measure the cost of buying a measure of the cost of insurance which is the second derivative of cost put protection It could be a sign of serious fear still lying beneath the surface of the stock market. The price is contained in...
Looking at VVIX, VIX debit call spreads for OCT are getting cheaper. ES futures look to be topping. Eyeing a nice long entry in the VIX once VVIX gets down a little lower and hopefully VIX hits 12 something.