... for a 3.00 credit. I'm not seeing much else in the markets that meet my refined sense of pickiness, so putting on some VIX fly here using the June VIX futures price (14.73 at the time of this writing) to tell me where to sell the short straddle body of this setup. Metrics: Max Profit: $300/contract Max Loss: $200/contract Break Evens: 12.0/18.0 Theta:...
VIX Futures: VI1! Maybe he will and maybe he won't. Whichever way the Comey cookie crumbles tomorrow here's a way to protect against the unforseen in a cock-sure market.
Vix June futures Long @ 12.00; TP 14.00, SL your choice
VIX With July VIX options at 51 days until expiry, it's time again for a monthly VIX iron fly: VIX July 21st 10/13/13/16 Iron Fly Metrics: Max Profit: 2.00 at the mid POP: <1% Max Loss/Buying Power Effect: 1.00 Break Evens: 11/15 Notes: This setup involves looking at the /VX futures monthly expiry nearest to 45 days until expiration. That is currently...
I am watching the action today to reenter longs, after closing near the recent top a few days ago. I think we have good chances of seeing $USDJPY and $SPY bottom as soon as today. Good luck if you go long with me, I will update the post with my findings. Cheers, Ivan Labrie.
PA Zoomed through the midline of the fork today. Looking for tomorrow to backtest the midline it zoomed through and head up to the upper target area of $15.7. Also, the highest I've seen CCI in a long while (451.5) As long as it stays above its 200DMA of $12.8x, it should be good I think. Be careful if it drops through. Which means, be short SPX of course.
Vix Long @10; TP 12. Entered position on 5.16.2017
This is my first plot on VIX, not many people trade on that but I decided to make a try. In addition I test completley new indicators and oscilators, never used them before. Supported by Zero Hedge: "VIX Crashes To A 9 Handle - Lowest Level Since Feb 2007" www.zerohedge.com Expecting further losses on VIX, cannot tell exactly how much as we already hit...
I have not posted a SP500 chart for a while so I thought I would show how its going. So far its following along with my prediction. As you can see, if we do reach 2500, then a 10% market correction would bring it down to the bottom of the large channel trend line. I may try TVIX in June. I am pretty sure we are about to finish a very large Wave 1 of our mega...
This is fourth day, USDJPY, by use of T-bond yields, is used to lower VIX as shown in the chart. The only difference is that the first day it was performed 10AM, today afternoon..
SEASONALITY OF VIX INDEX, including nearest dated FUTURES LOWS during Low Volatility era: 2011 to Present: BUY LOW Date of Low Low to High Time Period fronm Low to High 2011 on 27.6.11 17 to 46 3 months 2012 on 20.9.12 14 to 22 3 months 2013 on 29.7.13 13 to 20 ...
... for a 2.05 credit. This particular setup involves examining where the /VX futures price lies in the corresponding expiry to that of the VIX. Here, the May /VX price is closest to the VIX 14 strike, so that is where the body of the fly is set up. You then proceed to buy a .05 long put in the same expiry, and buy the long so that the wings are of equal...
The charts shows that AdvanceDecline Line and VIX are showing the tops and bottoms of S&P price movement. You'll also notice, that ADL is changing direction a few days before the S&P 500 follows. VIX shows how "deep" the correction will be and when it ends.
I think we can be more or less sure that the trend has now turned up on this pair. I'm holding longs, although I had closed earlier, I reentered when turning up for the day today, after we made a new daily low. That was a good cue for a potential short term bottom. I like the VIX key levels on this pair, I have talked about this in the past. For more information,...
VIX Index Futures: VI1! - still the best way to hedge longs at current levels. Likely downside is 10% maximum from here and upside is 40% minimum over next 3 months.
... and buy the $VIX (or some form of it) Volatility about to get STUPID. VIX will double from here.
After a a little upside on the VIX we got another fast contraction in volatility. Got the idea from the guys at tastytrade and I liked the trade. This is a neutral bet on the VIX and we make money if it stays between 15.50 and 11.50. Sold the 13.5 Straddle and bought the 17 Call and 10 Put wings to make an Iron fly for a $2 credit per contract and reducing our...