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VXX

VXX Bearish inclined Naked Calls 7 Jan Expiry (Jan Track 1)Whats The Plan/Trade/Thought I entered the trade because the volatility was high and the premium was good. But because of this I did not do the Mindfulness exercise before entering and broke my rule. This being a Call was a more bullish take on a market that at the moment felt like it was bearish ranging. However I entered because the Strike was 60.34% away and had good premium. Also the 3 Dec showed a solid rejection from the S/R line at 28.5. I expect the situation to stabilise or slow down after both Omicron and Fed Interest rate situations I Feel I’m doing this after the fact. So looking at the recent market drop on the 20 Dec I feel less confident. But I am comforted that this trade will end fairly quickly on the 7 Jan. Imagine Yourself Taking The Other Side All of my other trades for the month of Jan will be bearish. And as such I do feel somewhat anxious. Which is not right. Imagine Yourself As A Neutral Observer I rushed this and I am not confident Look For New Information Omicron infections are rising at an exponential speed and this will result in knee jerk reactions. But this might already be priced in. How Do I Feel Now Hoping for the best and I don’t like it. I must not do this rash trading again. No matter how good the premium looks Trade Specs Sold 90 Calls @ 0.81 - Strike 35 % to Strike 60.34% ATR % is 100% BP used 78k Max Gain: est $7290
CBOE:VXXShort
by Ronin_trader
1
VXN - 4 Hour / Elon'dCould not happen to a better gauge of Fear and complacency - the trusty VXN... senseless comes to mind as the NQ began the 1:30 PM EST Jumbalaya in the Fire. Another persistent AGLO Monday with the usual suspects in Prop. As the VXX began to implode again, the Bod came into the Indies. Pressure remains out in Time for today and tomorrow, with the attendant Distributions. Simply a crushing blow to Volatility while New HIghs remains elusive. _________________________________________________________________ A bad sign for the Equity Complex as there is only so much the VX Vigilantes will absorb. It will be interesting to see if the Larger Daily Price Objective to which the ALGOs are attached, relent and reverse.
CBOE:VXN
by HK_L61
1
VXX - Arb Low into New ATL'sNot ready for Prime Time, but then with Lower Objectives below and Daily Lows day after day with lower Yearly Lows... It is beginning to look as if the VFX could trade into the 15s at this rate - currently 19.05. Volatility continues to be beaten with the Ugly Stick. ___________________________________________________________ There has not been a Retacement exceeding the .382 in 10 days with 1 and only 1 exception. A new streak for the VX complex. The Fed's mercurial puncture wounds continue to press and with CASH @ 17.15 and 15's in sight, one wonders how off base this will trade given the enormous Risk profile Globally.
CBOE:VXX
by HK_L61
5
VX - M1/V1 : M2/V2 DailyThe 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 actually be relatively minor, but this is irrelevant to speculators and Degenerate Gamblers at the Flamingo Sports Book. The reason, simple: Speculators with assets in the Bag with longer maturities will take larger capital losses with relatively small changes in interest rates under prevailing Confidence. Projecting my inner monologue is something I attempt to avoid on balance - Shake Rattle and Roll on FOMC minutes is how I'm setting up for a Deline. ______________________________________ Something very serious is about to happen, can't shake it. We will be SELLERs, win lose or draw. Scalps the Micro Ranges with a SKEW at extremes. There you have it... Alex and I are Salmon Fishing. Have a great rest of the Weekend. Happy Hunting - Hunter Killer
CBOE:VX1!
by HK_L61
VXX Bearish inclined Naked Calls 26 Nov Expiry (Nov Track 1)Whats The Plan/Trade/Thought Market Bullish Stance The overall market seems to be back on it's bull run. This is reflected on the SPY and NDX who have both made new highs Sep Consumer Spending has lost momentum but still grew at 1.4% Sep Personal income was up 0.9% These factors, including the upcoming festive year end period. With less COVID19 restrictions should result in an increase in consumer spending with an appitite to accept raising prices (At least for this quarter) Est price to strike is around 54% which is a pretty good buffer and is around it's previous high. This is shielded by an S&R line at 28.5 I Feel Confident and safe I'm happy with the risk profile and it is also 50% hedging my RVLV trade Imagine Yourself Taking The Other Side We could be at the bottom and a retracement is a possibility at least short term We expected Nov's market to be bearish volatile so this bullishness might be short term Imagine Yourself As A Neutral Observer Strike to price distance seems safe If we read the market for what it is now. It is bullish While some volatility might come as we close Dec due to the US debt ceiling Look For New Information US debt ceiling implications and the upcoming review date on the 3 Dec will cause some market volatility. For now while the country has a short reprieve from the threat of default, Yellen said some investments in funds through December 3 will remain suspended How Do I Feel Now Ready to enter! Trade Specs Sold 70 Calls @ 0.40 - Strike 30 % to Strike 46% ATR % is Around 12% BP used 65k Max Gain: est $2800
CBOE:VXXShort
by Ronin_trader
VXX - Interesting VX ParticipationNothing to see here and that may well be the indication. Implied Volatility is unhinged: FEB 18 2022 CALL 17.00 - 75.59% 18.00 - 84.90% 19.00 - 92.54% 20.00 - 99.91% 21.00 - 107.26% 22.00 - 112.79% 23.00 - 117.91% 24.00 - 123.21% 25.00 - 128.10% 26.00 - 131.70% 27.00 - 135.50% ______________________________________________________ Clearly, the VXX believes the market has outsized potential for large price swing. With the Prems High, the underlying will be the better Position. Gap Below, Gaps Above for VXX.
CBOE:VXX
by HK_L61
2
VIX - Daily: VXZ / VXF / VIX Spot-CashThe 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 VXX. ____________________________________________ Implied Targets for VXX 35.16 to 45.36 on reversal. This implies a large and very extended decline. Donside Momentum is building, how long can they keep this collared... we' will see. I maintain we will test the Dialy 377 SMAs for the ES NQ YM RTY. It will be a 5/5 decline or should be... the Algos have been very good at breaking Candles, FIBs, and Symmetry - Far too many False moves. There are a very Large Number of Sellers overhead for the Equity Complex. VX should be relieved of the foot on its throat into the new year.
CBOE:VX2!
by HK_L61
VXF - 1 HourOver 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 Index. Price is moving into the Lower end of the October Range. DX Weakness may provide the sport for the Equity Complex to produce a Counter-Trend off their Lows. _________________________________________________ We closed : NQ @ 735 ES @ 635 CASH @ 100%
CBOE:VX2!
by HK_L61
VXX - Trending Cloud FailureAfter early Entry failed, SOH became the operation. Unable to Push through the Trending Cloud proved to be the warning sign. It was correct, and we were frankly lucky to have done nothing as it was difficult. ______________________________________________ Patience won that round as it wins about every round. I can't imagine the misery there, as the 120 Minute reversal was surreal in nature, an 11.5% Nike Whoosh Buzzsaw. A full retracement is underway. Volatility was crushed, beaten with the Ugly Stick as the Raven went full Edgar Allen.
CBOE:VXX
by HK_L61
4
VXX - Abandoned Ship2.14 P/C at present which should peak near 2.24. Many Traders believe the FED will Punt. We do not. The VIX itself, being left for dead during a rollover. Meanwhile, CALLs are selling at 354% to 427% prem to PUTs. ____________________________________________ INdices are rallying, as they do ahead of the FED. Money Flows are positive into Equities, into Protection we are back to extremely negative. Captial continues to Slosh around while Executives at the 7 continue to Sell Shares - MSFT is a solid example where One ETM sold 50% of their shares. _____________________________________________ The Weekly Charts remain our point of reference for rejection, were it to expand the Channel, then it is an entirely different conversation. An over-throw is possible. ______________________________________________ As Divergences continue to build on the Larger TFs we will Observe the Weekly UTL. _____________________________________________ What is fragile does not prefer disorder or random. It seeks stability and predictability. The fragile is damaged by infrequent events. In particular, when they become increasingly frequent. INcreasing Amplitudes within increasing Frequency, are a warning. Events Unknown, unseen, unaccounted...
CBOE:VXX
by HK_L61
The "VIX"The Vix has reached the 61% target retracement. On the 1 hour timeframe, a new low has been made even with the previous high being broken. The 15 min looks the same. We could be running out of gas soon. However, let's see if the 88% retracement is the next level! We are fighting the 200 ema right now. Let's hope for a push down to around $16. Since July, price seems to like this area. This would be an 88% retracement and would be bullish for the market! I want the Santa Rally!
TVC:VIXShort
by Redimere_91
VIX ETPs, The Ticking Time Bomb That Could Unleash VolatilityThese fairly new ETPs, such as UVXY, VXX, SVXY, etc. will likely lead to volatility buying in which we've never seen before. People will be using these ETFs to hedge the risk of a larger stock market correction happening, leading to a continuation of the exponential increase in volume that these products have seen since their inception. This exponential increase in volume will lead to these ETFs holding the majority of VIX short-term futures. When these funds are forced to rebalance blindly to follow their prospectus, it will lead to them placing orders at settlement for a number of VIX contracts that may be higher than the daily volume of contracts traded that day. This will lead to massive slippage in the futures market, causing incredible price swings in both directions. Because these ETPs are forced to buy when price of VIX futures goes up, and sell when the price of VIX futures goes down, to maintain a balanced portfolio of 2x, 1x, or -1x respectively. It will lead to a positive AND negative feedback loop as these funds buy or sell futures based on their NAV readjusting and push the price of futures up or down because of lack of liquidity, which makes their NAV readjust higher or lower, which forces the funds to buy or sell more futures, which pushes the price of futures up or down, which pushes their NAV up or down, which forces the funds to buy or sell more futures etc. Once the liquidity risk of the long volatility ETPs becomes extremely significant, like we have just recently saw with the short volatility products (XIV, SVXY, etc.), then the liquidity in the futures market will not be able to support these products and it will cause massive and insane slippage like we've never seen before. These products did not exist during the last recession, and nobody is really sure how they will act in a real recession like 2008, especially now that their volume is exponentially higher than it was at inception, and could likely continue that trend of increasing for quite sometime, especially if a larger stock market correction occurs, and more investors look to these long volatility products to hedge their risk or make a profit while almost everything else is red. Many are claiming that because some of these ETPs had been shorting volatility on this run up, they had been helping to suppress volatility, which helped to boost the stock market. Now many are quick to blame these products for being the "cause" of the crash this week by increasing volatility. I think that the real truth here is that they did help suppress volatility on the way up, because they sell volatility when volatility goes down, and we've had the lowest volatility in the US since 1964, and as volatility increases, whether it happens now or in the future, these ETPs will help volatility to be unleashed like we've never seen before, because they will buying volatility en masse as volatility increases. These ETPs are not the only cause of volatility, but they will likely be a major factor in helping to create more massive price swings in the VIX than we've ever seen before, which will either unleash or suppress volatility, depending on which way the trend is going. The most important part is that the long volatility ETPs such as UVXY and VXX, could experience an "acceleration event" like XIV did, but because they are long VIX instead of short, like XIV, this could lead to a massive increase in the NAV of these Long VIX ETPs, potentially overnight, as these Long VIX ETPs become larger and the liquidity risk in the VIX futures market becomes far more significant. While it's not quite clear that these ETPs have reached critical mass, they will likely continue to increase in volume very quickly, particularly if this stock market correction becomes larger and more investors look to VIX ETPs as a way to hedge their risk or make a quick profit. This means there is a ticking time bomb in the volatility market waiting to explode.
CBOE:UVXYLong
by Intuit
8
SVXY - easy way to find bounce back daysSo on the SVXY any time we have a very large spike to the down side pay attention to the price rejection on the bottom of the red candles with extremely large wicks 9 times out of 10 the following day we have a solid green day. Today is only the second time in 2021 we have had bad to back extreme dips with a slight green day in between the two huge red candles but as i mentioned pay attention that todays candle does not have a long wick meaning buyers are not rejecting this lower price which could mean tomorrow should be a continuation for todays price action. there are many other ways not just this one but this is a frequent one i watch which has helped me out tremendously
CBOE:SVXY
by Stock_Hustle21
VIX - Use Support for IndicationsThe VIX remains Bid. Large Range - which will trade. No need to Guess. Obey. __________________________________________ 22.70 to 23.10 the Support Zone. No Shortage of MAcro Data and Fed Pelicans to move this around. After the 4th largest one-day percentage spike in history and the 5th Spike this year... the Market undercurrents are one of danger. The Range expansion illustrates how desperate the Operators are to continue the pillaging. THE MOST IMPORTANT NUMBER TODAY WILL BE CB CONSUMER CONFIDENCE. It will shape the Trend for Today. With CL weakening, using the 36 - 85 and 42 - 85 Draws for the Larger Range, the YM Leading along with the NYSE COMP. The Operators need a Save this week... desperately. 31 remains open on the VIX - 64 to 86 to 126 can open should it break that APEX and then moves to 38/42. Anything can happen... it is simply a disaster the FED has engineered with this latest Credit Cycle. I do not believe we see anything other than a Large Pullback to Daily 144's to 377s... but, again, anything can occur. _________________________________________________________ Use the Volaitlty Complexes for Instruments - they are the Leaders.
CBOE:VX1!
by HK_L61
3
VIX Daily - 2021 Lows to HighsWhat is encouraging after Sunday GLOBEX: The VIX exceeded the 50% of 2021 and although it did not make a new high against the Prior Spike High On a Percentage Basis it was the 4th Largest Percentage Spike The Prior Spike did NOT. _________________________________________________________ Use the VIX Pullback for RT Targets for ES YM RTY. VXN for NQ. VIX Range for Today 22.30 - 25.15 with 23.40 as the Pivot *** 22.50 is the LIS. _________________________________________________________ With Powell speaking late today the Operators will no doubt pull out the stops to make the Re-Anointed Chair appear Gilded. Long week ahead as this develops. Large Gap Below on VIX.
CBOE:VX1!
by HK_L61
4
VIX - VXZ Front Month / MonthlyA Gap 10 Handles below - Weekly and Monthly Chart which is of concern for the Bulls. Delta remains the trade in the VIX. Extensions in Trade, this can become an exponential move barring no Monkey Business from the Operators, ESF, and FED. _________________________________________________________________ The 54.04% move Higher was the 4th largest move since the inception of the VIX. 2021 - 61.44% 2007 - 64.22% 2018 - 115.60% For the Point move, 10 Handles ranks 18th, 2020 was 1st @ 24.86 Points. Statistically, the percentage move on Friday is an extreme outlier. __________________________________________________________________ Price Left a lower Gap 10 Points below. Implied Volatility of At The Money Options... need to be Observed. VXX Spike @ 4 Highest. for M1/M2 ____________________________________________________________________ For Historical reference - the OEX or SP 100 Equivalent during the 1987 Reversal: Baseline VXO (Correlated Historical) Spiked to 30 from 18.22. At the time I was working at Drexel and will never forget how Investors began selling OEX Puts at the Money/Above - believing the one-day event was a knockoff. This was Friday., end of week anomaly. Screw Germany was the thinking. The Ripples will be contained. Greenspan provided the Emergency pat down to Member Banks the following week, reminding them - this event must be contained for everyone's Financial health. The S&P 500 lost 10% the week ending Friday, October 16, 1987 and lost an additional 20% the following Monday, October 19, 1987. __________________________________________________________________________ Nervousness appeared the following Monday AM briefing @ 5 AM. John Jetter asked the team to contact clients and reduce exposure to OEX to reduce Risk. Monday did not end well for those who did not heed his strategy. The VXO on Equivalent - Spikesd again to 170+ Monday, setting near 150 on the Day. This was THE largest single Daily move in Market Volatility in History. The One Day wonder turned into the largest Bloodbath in History for Bulls and sellers of OEX Puts, Dip Buyers, and the Pop and Fresh Peter Lynch Herd. They were decimated, the Magellan Fund took its largest 2 Day loss ever. Small Caos were raked - defeating the individual investors had inherent advantages over large institutions Thesis. Theories do jump out of High rises in a Lifetime of Investing. Leverage was not an issue then as it is now. It sets a preamble for enormous declines, the Potential for them. _______________________________________________________________________ Will History report? It has a higher than usual Probability of doing precisely that. We will see, at some point, there will be an outsized retracement, from where... Fundamentally Straight down or not at all. Interesting times indeed.
CBOE:VX1!
by HK_L61
10
Volatility - Convergence, Reverse Calendar SpreadIdea for VIX: - Spot VIX sub 17 (quickly rising), 2 point spread has appeared between spot VIX and front month, with a high degree of contango in term structure, and a significant spread between Treasury volatility (MOVE). - Daily Roll Yield 0.10~ - Possible to either capture spread, or have a low risk bullish bias. - Positive correlation right now with Vol and Equities. High demand. Strategy: - VXX-VXZ spread, reverse calendar spread, front month-spot (ES or spot VIX options) spread. - Front month VIX, spot hedged (ES or spot VIX options). GLHF - DPT
TVC:VIXLong
by UnknownUnicorn1043646
3