Simply observe VVIX or Vol of Vol. VXG is being Rolled Early, see Volumes. Anticipate the usual Gamm to Delta Trade into LAter Settlement. _____________________________________ Keep it simple.
Given the VX Complex has asserted a Positive Weekly Trend for the First time since the Roswell Crash (4/5 LT Structure) - the ST Structure indicates more to come for IT 4/5. ________________________________________________________________ % Contango M1 @ 3.66% M2 @ 1.74% M3 @ 0.78% M4 @ 0.12% M5 @ 1.51% M6 @ -0.38% M7 @ ...
That TRend is Higher into March. How it unfolds, is a matter of interest to everyone with Skin in the Game at the Flamingo. Given VX Crush Friday is here, we see how the day unfolds. ______________________________________________________ It is usually after the EU Session closes the VX COmplex assault begins and accelerates into the Close. Yields will wreck...
VX will lead the ES around the balance of the Week. It will be the Key to the 4510 Break for the ES. Simple.
The Volatility Complex has been on a Wild Ride filling overhead Gaps and remaining in Trend. Super Bubbles taking time out - provide immense Lift for the VX Complex when the Operators take their foot off its throat, which they did to counter Super Leap Week whereby everything was put on Sale. Or You could always watch your neck of the...
The Buy Setup Bud for the VIX on a Friday is an interesting one. VXG has defended its Bid. It is wedging out. Support appears to lead to a Break above with the PO @ 36.65. this would put the ES down around 4070ish. Ouch. It's Eff You Friday...
Settlement for VIX today. VXF moves to CC VXG. VIV Index 22.79 VXF Settle 22.625 VXG Settle 24.475 185 Ticks of Roll Yield.
The VIX is inside its Intea-Day Uptrend. The ES is inside ita Intra-Day downtrend. ___________________________________ Countertrends will move price to the VIX squeeze providing a Lower Low for the Indies. 8 AM Bond Open will provide some clues. Vix Support is 19.70 4645.25 and 4638.75 remains the Micro Support for the ES. 4691.74 remains overhead MIcro...
The VIX Guy, 50 Cents isn't present. Implied VX is SKY HIGH. __________________________________ The Illusion continues to Live. A great many are going to pay the Price for being dead-ass wrong. __________________________________ I'm going to be as Subjective as the mood suits today. QE Breeds Instability Conditions under QE - the substantive change may...
We will see how low this can be shoved lowered. A Counter-Trend is possible, but the MIcros have held for the continued Down Trend. Far lower Targets Exist on the Daily TF.
Volatility remains compressed with a slow and steady move lower on declining volumes. Protection is being bid at levels out the VX Curve at levels for February and March Expiries. It appears the Operators are beginning to Position ahead of the FOMC Meeting - January 25-26 (Tuesday-Wednesday). _________________________________________________________ Price...
VX Complex has a bit more work to do to the Lower end of the Range. Year-End it is quite easy for the ALGOs to compress the Range into a Full Retracement after continued failures to move and close above the .618 @ 22.90. There remains a concerted effort to continue the compression leading the ES YM RTY to a Lift. Of concern for January, China is amassing...
Stealth Accumulation. AO showing signs of Indecision. Next few Sessions - RT. ____________________________ 8:30 AM EST provides the Direction. Bonds Falling again.
Spot Vix - 22.05 VXZ - 21.45 VXF - 23.70 _________________________________________________________________ Tomorrow the New Continuous Contact for the VIX will begin trading. To project Price we need to consider the VXZ / VXF Spread (Roll Yield) and use Draws for both months to determine the Point of Convergence for Price based upon Draws for both...
ES makes a Lower Low, VIX Higher Low. Sounds about correct for the VX Complex. Trading the 50 with no break yet implies a RAT for Indexes. .382s remains the RT POs as weakness is prevalent. __________________________________________________ Keeping VX collared is not working, the E YM NQ RTY continue to sell to lower POs. Proximity to Margin Calls is the...
The NQ will have the wider swings into Year-End as the Range has expanded from 150616 to 16302. The VIX may range into Year-End permitting the ES to build out the Symmetry. The NYSE Remains collared at the Lower end of the Range. VX has been compressing into Year-End. Wednesday will confirm as 96% of m1 is loaded on the CM-30...
Over 23.60 and the VIX remains in a Bid and a Long. It has become far less technical than the Indexes. Roll to settle is creating an Arbitrage which is suppressing the VXZ VXF VXX. VX Complex collared by the Operators. VXF continues to struggle at Cloud Momentum. ______________________________________________ 4X Expiry and enormous Ranges on each...