Daily US Volatility Forecast 27 May 22 SPY,SPX, QQQ, NDXSPX/ES/SPY 27 May 2022
For today, the current expected volatility is going to be below 1.8% with a chance of probability of 85%
For SPX/ES this is going to be translated in a movement of +- 73$ from opening candle
For SPY this is going to be translated in a movement of +- 7.35$ from opening candle
Taking into account the opening candle price which was around 4047.5, we can consider our daily channel the next
TOP 4120
BOT 3975
For today we have no big fundamental news which can affect the price of the asset.
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QQQ/NDX/NQ 27 May 2022
For today, the current expected volatility is going to be below 2.23% with a chance of probability of 82%
For NDX/NQ this is going to be translated in a movement of +- 273$ from opening candle
For QQQ this is going to be translated in a movement of +- 6.6$ from opening candle
Taking into account the opening candle price which was around 12250 we can consider our daily channel the next
TOP 12520
BOT 11975
For today we have no big fundamental news which can affect the price of the asset.
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Ironcondor
Daily US Volatility Forecast 25 May 22 SPY,SPX, QQQ, NDXSPX/ES/SPY 26 May 2022
The current volatility is expected with close to 85% chance to be below 1.85%
In this case, our channel for today is going to be
TOP 4045
BOT 3900
From fundamental point of view, today we are going to have US GDP release, which it may affect with a high probability
the price of this asset
Since the expected GDP is going to be negative/bearish compared to the previous values, I believe once we are close to 30k
we can enter in a short trade before the release of the data.
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NDX/NQ/QQQ 26 May 2022
The current volatility is expected with close to 85% chance to be below 2.28%
In this case, our channel for today is going to be
TOP 12150
BOT 11600
From fundamental point of view, today we are going to have US GDP release, which it may affect with a high probability
the price of this asset
Since the expected GDP is going to be negative/bearish compared to the previous values, I believe once we are close to 30k
we can enter in a short trade before the release of the data.
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Iron Condor SPX/ES 18 May 2022SPX/ES 18 May 2022
The current expected volatility is around 1.71%
Based on a 88.2% chance, our asset is going to be compressed within the channel made from:
TOP 4160
BOT 4020
At the same time yesterday, we had Jerome Powell on a hawkish attitude, so we can expect another bear rally in the near future.
Based on all of this, at this very moment we can try as usual with index/etf/stocks an iron condor with
4160 4185 Call
4020 3995 Put
Expected Key Points SPX/ES 17 May 2022SPX/ES 17 May 2022
The daily expected volatility is around 2%
With an 87% accuracy based on the historical data, we can assume that the price of SPX/ES today is going to be between
TOP 4080
BOT 3922
All of this taken into account with the opening price of today which was 4000*
From VOLUME POC point of view its above 114 which imply a bullish momentum at this very moment.
From Fundamental/News point of view that can affect SPX/ES price:
In 10h from now, FED Chair Powel speaks
However, be careful because even tho we have a strong 87% probability behind us, because of Powel speech, it can be easily broken
Iron Condor IBM 13 May 2022IBM 13 May 2022
The current implied volatility is at 32.77%/year
So that converted into daily is 2.06%
Since we are in need of the open price for the highest accuracy, I am going to take the current price
which is 133.7 (you can also wait for the opening price and take +- 2.75 points from the open candle value)
So based on that our channel for today is going to be compressed with a probability chance of 90% within
TOP 136.5
BOT 131
From fundamental point, today we have no big volatility news that can impact our asset.
At the same time the current values are expected to be sidemarket/bullish.
Iron Condor Apple 13 May 2022Apple 13 May 2022
The current implied volatility is at 47.8%/year
So that converted into daily is 3.01%
Since we are in need of the open price for the highest accuracy, I am going to take the current price
which is 145 (you can also wait for the opening price and take +- 4.3 points from the open candle value)
So based on that our channel for today is going to be compressed with a probability chance of 77% within
TOP 147
BOT 138
From fundamental point, today we have no big volatility news that can impact our asset.
At the same time the current values are expected to be sidemarket/bullish.
Iron Condor XLE 13 May 2022XLE 13 May 2022
The current implied volatility is at 36.3%/year
So that converted into daily is 2.3%
Since we are in need of the open price for the highest accuracy, I am going to take the current price
which is 79.3(you can also wait for the opening price and take +- 1.8 points from the open candle value)
So based on that our channel for today is going to be compressed with a probability chance of 85% within
TOP 81.1
BOT 77.5
From fundamental point, today we have no big volatility news that can impact our asset.
At the same time the current values are expected to be sidemarket/bullish.
At the same the weekly expected channel top and bot values for DIA were
TOP 335
BOT 314
Iron Condor DIA 13 May 2022DIA 13 May 2022
The current implied volatility is at 24.22%/year
So that converted into daily is 1.52%
Since we are in need of the open price for the highest accuracy, I am going to take the current price
which is 320.6(you can also wait for the opening price and take +- 5 points from the open candle value)
So based on that our channel for today is going to be compressed with a probability chance of 85% within
TOP 325.5
BOT 315.5
From fundamental point, today we have no big volatility news that can impact our asset.
At the same time the current values are expected to be sidemarket/bullish.
At the same the weekly expected channel top and bot values for DIA were
TOP 335
BOT 314
Iron Condor QQQ 13 May 2022QQQ 13 May 2022
The current implied volatility is at 40.66%/year
So that converted into daily is 2.52%
However we are going to go with 25% coficient for a total of 3.2%
Since we are in need of the open price for the highest accuracy, I am going to take the current price
which is 297(you can also wait for the opening price and take +- 9 points from the open candle value)
So based on that our channel for today is going to be compressed with a probability chance of 85% within
TOP 306
BOT 288
From fundamental point, today we have no big volatility news that can impact our asset.
At the same time the current values are expected to be sidemarket/bullish.
At the same the weekly expected channel top and bot values for QQQ were
TOP 324
BOT 282
Iron Condor SPY 13 May 2022SPY 13 May 2022
The current implied volatility is at 33%/year
So that converted into daily is 2.08%
Since we are in need of the open price for the highest accuracy, I am going to take the current price
which is 398(you can also wait for the opening price and take +- 8.1 points from the open candle value)
So based on that our channel for today is going to be compressed with a probability chance of 85% within
TOP 406
BOT 390
From fundamental point, today we have no big volatility news that can impact our asset.
At the same time the current values are expected to be sidemarket/bullish.
At the same the weekly expected channel top and bot values for SPY were
TOP 423
BOT 386
Expected Key Points IBM 12 May 2022IBM 12 May 2022
The current implied volatility is at 35.63%/year
So that converted into daily is 2.24%
The close of yesterday was 130.75
So based on that our channel for today is going to be compressed within
TOP 133.68
BOT 127.8
with a probability chance of 81.6% based on the last 3007 candles
From fundamental point, today we have
PPI and initial jobless claims releases and these mark a huge volatility moment
At the same time the current values are expected to be bearish.
Expected Key Points NQ/NDX 12 May 2022NQ/NDX 12 May 2022
The current implied volatility is at 40.1%/year
So that converted into daily is 2.53%
The opening of today was 11970
So based on that our channel for today is going to be compressed within
TOP 12300
BOT 11700
with a probability chance of 79.8% based on the last 5395 candles
From fundamental point, today we have
PPI and initial jobless claims releases and these mark a huge volatility moment
At the same time the current values are expected to be bearish.
Expected Key Points ES/SPX 11 May 2022ES/SPX 12 May 2022
The current implied volatility is at 32.6%/year
So that converted into daily is 2.05%
The opening of today was 3939
So based on that our channel is going to be compressed within
TOP 4020
BOT 3860
with a probability chance of 86.9% based on the last 1049 candles
From volume point, current POC is around 3930, so I believe initially the 3.9k will sustain/bounce initially, but if the poc is becoming
lower and lower, then we can expect to enter within 3.8k area
From fundamental point, today we have
PPI and initial jobless claims releases and these mark a huge volatility moment
At the same time the current values are expected to be bearish.
Expected Key Points Amazon 11 May 2022Amazon 11 May 2022
The current implied volatility is at 54.27%/year
So that converted into daily is 3.42%
The yesterday close price was on 2177
So based on that our
TOP 2250
BOT 2100
This channel has a 80.5% change to sustain based on the last 3006 candles
At the same time with 89% we can affirm that the price is going to be above
TOP 2185
BOT 2170
From fundamental point, today we have CPI release and this marks a huge volatility moment
From volume point, current POC is around 2170
We can expect now with close to 70% that the market is going to end up between
TOP 2185 - 2250
BOT 2100 - 2170
Expected Key Points Apple 11 May 2022Apple 11 May 2022
The current implied volatility is at 40.54%/year
So that converted into daily is 2.55%
The yesterday close price was on 154.5
So based on that our
TOP 158,5
BOT 150,5
This channel has a 79% change to sustain based on the last 3006 candles
At the same time with 89% we can affirm that the price is going to be above
TOP 154.9
BOT 154.1
From fundamental point, today we have CPI release and this marks a huge volatility moment
From volume point, current POC is around 154.37
We can expect now with close to 70% that the market is going to end up between
TOP 154.9 - 158.5
BOT 150.5 - 154.1
Expected Key Points NDX/NQ 11 May 2022NQ/ NDX 11 May 2022
The current implied volatility is at 41.43%/year
So that converted into daily is 2.62%
The opening price was on 12320
So based on that our
TOP 12650
BOT 12000
This channel has a 80% change to sustain based on the last 5394 candles
At the same time with 88% we can affirm that the price is going to be above
TOP 12360
BOT 12300
From fundamental point, today we have CPI release and this marks a huge volatility moment
From volume point, current POC is around 12410
We can expect now with close to 70% that the market is going to end up between
TOP 12350 - 12650
BOT 12000 - 12300
Expected Key Points SPX/ES 11 May 2022SPX/ES 11 May 2022
The current implied volatility is at 32.11%/year
So that converted into daily is 2.02%
The opening price was on 3991
So based on that our
TOP 4070
BOT 3910
This channel has a 87% change to sustain based on the last 1048 candles
At the same time with 85% we can affirm that the price is going to be above
TOP 4000
BOT 3980
From fundamental point, today we have CPI release and this marks a huge volatility moment
From volume point, current POC is around 4000
We can expect now with close to 74% that the market is going to end up between
TOP 4000 - 4071
BOT 3910 - 3982
Potential Iron Condor SPX/ES 10 May 2022Current expected movement from IV = 2.1%
At the same tim we estimate with a 90% confidence that the volatility for today is going to be below 2.27% for this the market will stay within
TOP 4080
BOT 3900
All of this being calculated with the opening value candle of today
From the fundamental point of view we have not big volatility news today
With all of this in mind, we can try a scalp entry for today with the next setup
Iron Condor for 0 DTE ES
Call Sell 4110
Call Buy 4135
Put Sell 4000
Put Buy 3975
The reason behind those values is because of yesterday huge drop, and I believe we are going to have a recovery for today.
For top I used the hh of yesterday + a bit and for bot I used the 4k support area
BTC Update: 9 MayBitcoin is experiencing a selloff and that is what we expected in our bearish scenario. In this video I explain an idea to capture the move with an Iron Condor. We are able to set it up because implied volatility is highest in an Elliott wave 3 of 3. This strategy will benefit from an immediate bounce with a volatility crush, or an exhaustion of the selloff in the target zone, or a collapse with a rebound that ends in the target zone upon expiration.
Key points Iron Condor ES/SPX 09 May 2022Current expected movement from IV = 2.08%
At the same tim we estimate with a 80.2% confidence that the volatility for today is going to be below 1.97% for this the market will stay within
TOP 4167
BOT 4006
All of this being calculated with the opening value candle of today
From the fundamental point of view we have not big volatility news today
With all of this in mind, we can try a scalp entry for today with the next setup
Iron Condor for 0 DTE ES
Call Sell 4160
Call Buy 4185
Put Sell 4010
Put Buy 3985
This would give us an expectency of 0.41$ per each 1$ lost
At the same time we have a 80.2% probability so 80.2% * 0.41$ - 20%*1$ = 12.88$ ROI after 100 trades
Weekly Prediction 9-13 May QQQ Iron CondorQQQ
9 - 13 May
The weekly VXN-> Volatility Index for S&P 100 index / Nasdaq
Implied = 37.4
In this we have to standard it for weekly session
37.4 / sqrt(52-> 52 weeks in a year) = 5.19%
My historical product is telling me with 1.5x coficient that the expected movement for this week
E Volatility = 38.02 / sqrt(52) = 5.27%
With this data, from my calculations, when EV > VIX, there were a 86.6% chance that the market
stay within the bottom and top created with the ranged from the E Vol
So for next week this range for us is going to be
TOP - 325.5
BOT - 293
Lets look into an iron condor oppotunity for trading:
325Call Sell - 328Call Buy
293Put sell - 290 Put buy
This is giving us at the current moment a 0.35 expectancy
So taking into account from 1109 weekly candles, that 86.6% of the times the market stay within our top/bot channel,
Our profit margin would be 86.4% * 0.35 - 13.6%*1 = 16.9ROI after 100 trades
Weekly Prediction 9-13 May SPX/ES Iron CondorSPX
9 - 13 May
The weekly VIX -> Volatility Index for S&P 500 index
VIX = 30.2
In this we have to standard it for weekly session
30.2 / sqrt(52-> 52 weeks in a year) = 4.19%
My historical product is telling me with 1.5x coficient that the expected movement for this week
E Volatility = 31.69 / sqrt(52) = 4.39%
With this data, from my calculations, when EV > VIX, there were a 89% chance that the market
stay within the bottom and top created with the ranged from the E Vol
So for next week this range for us is going to be
TOP - 4305
BOT - 3942
Lets look into an iron condor oppotunity for trading:
4300Call Sell - 4325Call Buy
3950Put sell - 3925 Put buy
This is giving us at the current moment a 0.29 expectancy
So taking into account from 1166 weekly candles, that 89% of the times the market stay within our top/bot channel,
Our profit margin would be 89% * 0.29 - 11%*1 = 14.81 ROI after 100 trades
Short Iron Condor QQQ 06 May 2022We can estimate with a 81% confidence that the volatility for today is going to be above 0.64%
For this the market will stay above TOP 315 or below BOT 311
From the fundamental point of view for today we have 2 big volatility news:
NFP
Unemployment
Both of them are expected to be lower values than last month -> bearish .
With this in mind, I suggest a SHORT IRON CONDOR
BUY CALL 315
SELL CALL 318 or other value(higher than 315)
BUY PUT 311
SHORT PUT 308or other value(lower than 311)