VXZ - VIX M1 / V1 Into Settlement240 Ticks to Gap Fill.
Settlement Wednesday.
FOMC Wednesday.
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Short Term, Gap Fill Probability
is increasing on ES Symmetry.
A Full Retracement could be in Trade.
Vixm1
VIX - M1 Roll Begins 2DayThere will be 3 important charts for the VX Curve
1. M1, the Current Contract (October) which will see Rollover begin to execute.
2. M2, the next month forward Contract (November)
3. The Spread or Roll Yield Capture.
For the purposes of Settlement next week, we will Observe how CASH/SPOT VIX
squares with the settling M1 and Begin to see 100% of M1's Commitments flow to
M2.
