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NASDAQ-100 (BIGTECH) VOLATILITY INDEX. IMPORTANT LEVELS TO LEARNBroadly-known ominously among investors as the "fear index" and launched by the Chicago Board Options Exchange (now the Cboe) in 1993, the Volatility Index (VIX) is meant to present the market's expectation of volatility over the coming 30 days. The metric is derived from options prices on the S&P 500 Index and captures the anticipated swings that drive investor sentiment. In recent years, the VIX has become a far more central index, especially during periods of financial turbulence, such as the 2008 financial crisis and the COVID-19 pandemic. During these stretches, spikes in the VIX reflected widespread anxiety; during others, it's been a crucial barometer for market participants seeking a glimpse into investors' collective psyche. When the VIX is low, this suggests calm seas ahead. When it spikes, it signals approaching storms. Every single stock index do have its own volatility. This story is about Cboe NASDAQ-100 Volatility Index The Cboe NASDAQ-100 Volatility Index (VXN) is a key measure of market expectations of near-term volatility conveyed by NASDAQ-100 Index (NDX) option prices. It measures the market's expectation of 30-day volatility implicit in the prices of near-term NASDAQ-100 options. VXN is quoted in percentage points, just like the standard deviation of a rate of return, e.g. 19.36. Cboe disseminates the VXN index value continuously during trading hours. The VXN Index is a leading barometer of investor sentiment and market volatility relating to the NASDAQ-100 Index. Learn more about Methodology for Calculation of the VXN Index, using official CBOE website . Technical observations The main technical graph indicates that VXN Index has recently jumped, from 5-year lows around 15 basic points in mid-June, 2024 to current 25 basic points. In nowadays 25-level corresponds to 5-years SMA, and is the major one resistance level. In any case of breakthrough it certainly cracks the door to 40-levels and potentially even much above. Think twice. Then leap. Cheers, Pandorra
CBOE:VXN
by Pandorra
Volatility Heads Up with a First Break OutOver the last couple of days, the previous posts have been showing a number of indications from various perspectives about a financial market breakdown, and here we have an essential heads up... VOLATILTIY. I use the VXX ETN for the metrics it provides, albeit its idiosyncrasies. August into September, a breakdown into a lower range indicated that a RISK-ON situation was in the equity markets. Since September, this started reversing, rather strongly, and consolidated at the earlier range. In the past week, Thursday, it gave an real indication of what is forming... a significant Volatility breakout. This first stage break out is seen with the breaking out of a trend line, formed by the 4/1 line of the Gann Fan. This movement is a rather solid candlestick with momentum to boot, and both MACD and VolDiv are crossing up bullishly and breaking into the next upper range. So, expect a break out of the upper range (orange rectangle), as well as the 8/1 line of the Gann Fan forming the next trend line resistance. When this happens, VXX may be spring boarding to 35, from 26-27 area. That is like a 50% increase in VXX. Keep a close eye on this... the more the signs point, the more real it becomes.
AMEX:VXXLong
by Auguraltrader
Everyone Believes What They Want to BelieveRealty != Belief The secret to this market is to lower your expectation continually. Bulls do not realize they are sitting in the largest bull trap ever setup. Macro bottom still pending... it's more of the same: drop, consolidate, drop. A wise Bera once said: Resistance is infinite and unbounded. When a level is broken, there will always be more resistance higher up. Support is not though, support is capped at 0. The Fed's view: www.federalreserve.gov What does the Beveridge curve tell us about the likelihood of a soft landing? "It would be unprecedented for job vacancies (openings) to decline by a large amount without the economy falling into recession. We are, in effect, saying that something unprecedented can occur." Lagging Crash Lehman Brothers filed for bankruptcy on September 15, 2008. The broader stock market did not begin its crash until a week later. Everyone initially thought Lehman wasn't a systemic risk. You say crypto crash can not crash stocks with a LAG? The doom loop is accelerating. Few understand this.
AMEX:VEUShort
by shri30389
3
$NDX ray of hope over next few daysEXTREMELY difficult 2b bullish given all data Bulls ONLY cause possible #fed pivot $NDX trades under ALL moving avg's, daily & weekly except 360 (sorry not visible here) UGLY downtrend with ray of hope, see positive divergence on weekly MACD & RSI? (sorry not visible here) Daily easier 2c on Chaikin $ flow (sorry not visible here) Given the area $NDX $QQQ are it's likely we're get more bounce over next few days #NDX #QQQ holding 61% Fib level That breaks, we're looking @ 10% drop
NASDAQ:NDX
by ROYAL_OAK_INC
Nasdaq Volatility Analysis 21-25 Nov 2022 Nasdaq Volatility Analysis 21-25 Nov 2022 We can see that currently the implied volatility for this week is around 4.07%, down from 4.26% last week according to VXN data (US Nasdaq Volatility Index ) With this in mind, currently from ATR point of view we are located in the 78th percentile, while according to VXN, we are on 39th percentile. Based on this, we can expect that the current weekly candles ( from open to close ) are going to between: Bullish: 3.58% movement Bearish: 3.47% movement At the same time, with this data, we can make a top/bot channel which is going to contain inside the movement of this asset, meaning that there is a 23.6% that our close of the weekly candle of this asset is going to be either above/below the next channel: TOP: 12221 BOT: 11224 Taking into consideration the previous weekly high/low, currently for this candle there is : 66% probability we are going to touch previous low of 11520 36% probability we are going to touch previous high of 12130 Lastly, from the technical analysis point of view, currently 40% of the weekly moving averages are in a bearish trend, and a combination of moving averages and oscillators are in 15% bearish stance
CME_MINI:NQ1!
by exlux
NASDAQ Monthly Forecast Movements 1-30 November 2022 NASDAQ Monthly Forecast Movements 1-30 November 2022 We can see that for this month, the implied volatility is around 9%, decreasing from 9.13% of last month. This is currently placing us in the 85th percentile according to ATR and 100th according to VXN Based on this percentile calculation, on average the monthly movement for the candle(from open of the candle to the close of the candle) is: BEARISH Candle : 7.6% BULLISH Candle : 7.35% With this in mind we can expect with a close to 26.7% probability that our close of the monthly candle is going to close either above or below the next channel: BOT: 12460 TOP: 10375 Lastly, based on the calculations that we had for touching the previous candle high and low values, we can estimate that there is a : 75% chance that we are going to touch the previous monthly high of 11700. 37% chance that we are going to touch the previous monthly low of 10450
U
by exlux
Gamble at your own risk - Global Financial Crisis of 2022/2023Do not pray to the false gods of guaranteed bailouts. "The problem with all this is that it's their own policies that created the fragility, their own policies that created the dislocations and now we're relying on their policies to address the dislocations," Peter Boockvar of Bleakley Financial Group said. "It's all quite a messed-up world." -CNBC Not everyone survives. 10 Year Treasury real yields showing a clear sign that liquidity is collapsing, the fastest rise since 2008.
SP:SPXShort
by shri30389
When is VIX a buy? Is this a good time to buy?The truth is that it is a buy whenever the VIX gets close to 20. Since November, and especially since the war in Ukraine broke out, I've said that the VIX below 20 is a steal. The VIX has just had a mini jump because of Pelosi's visit to Taiwan, but if nothing happens between the US and China, it could fall lower. Personally believe that stocks have another 7% higher to go, which could crush VIX below 20 for a while. However, I think this would be a bear trap and a great opportunity for bulls to go through long volatility. In the short term, stocks could correct a bit more before going higher, which could cause the index to go up a bit, though I don't think a big breakout or anything like it is coming. My long-term goal (6-12 months) remains 45-50 on the index, but it needs some time to get there, and it must inflict even more pain on all those who have been holding puts over the last year.
TVC:VIX
by BitcoinMacro