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Vvixvix

VIX Weekly Volatility Forecast 31/10 - 04/11 2022 VIX Weekly Volatility Forecast 31/10 - 04/11 2022 Currently the volatility for this week is around 12.11% , up from expected 8.8% last week. According to ATR calculation, currently the volatility is located around 10th percentile. Under this circumstances the expected movement of the candle is : BEAR : 9.4% from the opening point of the weekly candle BULL : 11.6% from the opening point of the weekly candle At the same time, currently there is 22.8% that the movement within this weekly candle is going to break and close either above or below the next channel: TOP: 29.3 BOT: 24.5 Lastly, taking into account the previous weekly high and low there is a : 35% chance that we are going to touch the previous week high 60% chance that we are going to touch the previous week low
TVC:VIX
by exlux
VVIX/VIX OVERBOUGHT ON THE 1 DAY! TREND REVERSAL APPROACHING? VVIX/VIX, 1DAY: The VVIX / VIX aka "The Vol of Vol", is essentially the historical volatility of the VIX , in relation to its own recent history as represented by the VVIX and over the current volatility of options on the SPX as measured by the VIX. It is a way of measuring current volatility against a second order measure of volatility gauging the "rate of change of the rate of change". We can also use VVIX/VIX to gauge the current volatility against its relative history and when the VIX (denominator) gets too low in relation to its relative history as represented by the VVIX in the numerator, we can see this relationship emerge on our RSI. The 1 DAY RSI on the VVIX/ VIX has been a YTD predictor of tops and bottoms. It has recently recached an overbought reading on the RSI as illustrated above. We also see that signal has yet to breach the 0.5 EXT on our Fibs giving a confluence of indications that a VVIX/VIX trend reversal (volatility increase )could be forthcoming. Please take a look at our #SPX analysis in the link below to see where this trend reversal might end up. Buckle up, be agile and stay liquid out there!
VShort
by Firewalker_Charts
ridethepig | VIX Panic Cycle📍 The theme we have set ourselves here for an expansion in Vol into next week, would usually provide enough material for an entire website, but lack of space compels me to moderate this into a short and snappy post. I shall only point out the most important notions and events from 2019 and save a deeper examination for later. The most brilliant post covid act, to be sure the idea of an expansion in volatility is not only linked to the increase in danger from a health rollercoaster which I propagated, based on the models. But VIX's move is surprising and I will not deny the brilliance of the full retrace. Also interesting is our earlier attempts to break up and make use of the flexible highs which we discovered ahead of US elections. All models are ticking up for the NY session today and looks set to last into next week. Aiming for the full set-up with 42 and 85. It is also worth noting that 42 is an interesting defence, going on to pressurise Biden with a 'hospital pass' for those familiar with the terminology in Rugby, it is where you are so fixated on catching the ball while it is in the air, that you forget about everything else around you. This early complacency, looks as anti-pseudo-capitalist as possible, but has found a good number of followers and turned out to be an extremely fruitful trade in equities. Major chart updates coming across the board over the coming hours and weekend. Thanks as usual for keeping the feedback coming 👍 or 👎...
CBOE:VIXLong
by ridethepig
9
ridethepig | Vix into the elections and 2021📌  Vix - Volatility An expansion of volatility is coming; the attempt to step against the flow of Covid chapter II is reckless to say the least. According to my models, we have unfinished business to be done at 85 once more. I will continue to hold longs and look to add on dips for example towards 25, or enjoy a momentum gambit when we see the breakup. This idea is very similar to the same struggle we had in Q1. The stratagem of a contraction in globalisation is illustrated via an expansion of volatility . Buyers opened the attack position in a +600% move as capitalism surrendered. Sellers are already on their last legs.
TVC:VIXLong
by ridethepig
11
ridethepig | VIX Panic Cycle?📍 The main function of the VIX appears to be miles ahead of the relevant flows. In this sense, it itself tends to be mobile. And yet (for it has great vitality!) it is not rare to witness it display considerable activity. Namely: 1️⃣ From the initial ' Swing the Vix into Fed and Q close ' the Vix was prepared . 2️⃣ A certain elasticity, which shows itself in the 'Capitulation Waters' was appropriate to generate the energetic slingshot given the appropriate circumstance. 3️⃣ The journey looked so promising, connection breaks in Vol are usually one way express trains. Stay long. 4️⃣ If we can continue the advance in the absence of capitalism, we are set for a measured return on the expectation of normality but only with more clarity on the timing side. Once reality hits shore, the masses will realise they were sold a turd. 5️⃣ The home run!! A flawless (and serious contender for trade of the year btw) 600%+ swing from the 11/12 lows all the way to 85. Now to put the icing and sprinkles on top, we had to take care of business at the 85 highs. 6️⃣ ...here we are. After a round trip we are back to the strong support at 25 and just below the centre of the flow at 38. The power to develop knowingly here and systematically, unlike during the middle of Covid is to the buyers advantage. The effect of the cycle ending will convey more than one quarter's worth of damage. As soon as the stabilisers (stimulus) is turned off, we are heading for a Sovereign Debt Crisis .
CBOE:VIXLong
by ridethepig
11
ridethepig | VIX Market Commentary 2019.12.20A quick update to the Vix chart as we enter into the final important NY session of the year with quadruple witching. For those tracking the previous flows we remain in the same levels with the same targets and the same flows to track: After we cleared TP1 we ran out of steam and decided to trade the retrace back towards Capitulation territory. This was enough to sweep the stops and absorb the floor: We then got the spike in VVIX as it dislocated the from the flows while Vix remained comatose. This is an important highlight to make as we enter into year end with markets happy to trade the reflationary theme something that smells very very off; With 2s5s screaming recession and protectionism hijacking the world what could possibly go wrong? Tracking closely Vix today for the year end flows and 2020 positioning...We will update in depth the fundamentals and technicals 2020 maps for Vix over the holiday period. Thanks for keeping all the support coming with likes, comments, charts, questions and etc! Best of luck those tracking VIX for signs of end of the cycle/reflationary 1H20 !!
CBOE:VIXLong
by ridethepig
8