Overview of Cryptocurrency Volatility - 1D, December, 2022.Analysis of the volatility index in December. Time interval - 1 day.
Currency - USDT or equivalent to BUSD .
The selection is carried out according to the lists of cryptocurrencies that are represented on the spot and futures markets, with a total of more than a hundred coins.
Top 15 Coins (1 day):
1. LEVER /busd - 251.2% (High&Low: 635.82%)
2. BNX /usdt - 183.02% (High&Low: 343.03%)
3. ANC /busd - 176.6% (High&Low: 411.33%)
4. HNT /busd - 136.36% (High&Low: 278.36%)
5. MASK /usdt - 132.25% (High&Low: 291.44%)
6. REN /usdt - 129.4% (High&Low: 297.18%)
7. PHB /busd - 125.71% (High&Low: 291.05%)
8. MTL /usdt - 121.76% (High&Low: 260.94%)
9. DYDX /usdt - 116.42% (High&Low: 241.06%)
10. AXS /usdt - 113.71% (High&Low: 256.93%)
11. WAVES /usdt - 107.4% (High&Low: 267.02%)
12. AMB /busd - 106.3% (High&Low: 262.63%)
13. OP /usdt - 103.7% (High&Low: 208.85%)
14. SFP /usdt - 102.03% (High&Low: 225.66%)
15. JASMY /usdt - 100.49% (High&Low: 197.88%)
The coin showed the worst result: BTC /usdt - 31.8% (High&Low: 68.19%).
Full list of analyzed coins: www.tradingview.com
Analysis information for all coins: docs.google.com
Thanks for your attention!
Volatilityindex
Overview of Cryptocurrency Volatility - 1h, December, 2022.Analysis of the volatility index in December. Time interval - 1 hour.
Currency - USDT or equivalent to BUSD .
The selection is carried out according to the lists of cryptocurrencies that are represented on the spot and futures markets, with a total of more than a hundred coins.
Top 15 Coins (1 hour):
1. LEVER /busd - 1002.31% (High&Low: 2274.3%)
2. ANC /busd - 784.61% (High&Low: 1519.88%)
3. BNX /usdt - 639.54% (High&Low: 1369.09%)
4. REN /usdt - 593.44% (High&Low: 1249.88%)
5. MASK /usdt - 580.46% (High&Low: 1281.46%)
6. PHB /busd - 574.7% (High&Low: 1326.25%)
7. OCEAN /usdt - 545.74% (High&Low: 1196.13%)
8. HNT /busd - 543.13% (High&Low: 1220.3%)
9. AMB /busd - 537.81% (High&Low: 1220.83%)
10. RLC /usdt - 514.08% (High&Low: 1087.3%)
11. BAND /usdt - 509.97% (High&Low: 1036.89%)
12. ANT /usdt - 505.74% (High&Low: 1059.93%)
13. DYDX /usdt - 483.25% (High&Low: 1051.11%)
14. WAVES /usdt - 475.18% (High&Low: 1080.01%)
15. LIT /usdt - 468.61% (High&Low: 1041.93%)
The coin showed the worst result: BTC /usdt - 122.62% (High&Low: 291.98%).
Full list of analyzed coins: www.tradingview.com
Analysis information for all coins: docs.google.com
Thanks for your attention!
🟩 VIX stays low and SP500 tightensWe've been closely observing the SPX and VIX charts in recent weeks, and we're seeing some compelling signals that indicate a possible bullish market ahead.
🔍 SPX: Identifying the Firm Bottom and Key Resistance Levels
Over the last eight months, the SPX has exhibited a tightening pattern, suggesting the establishment of a firm bottom. This has been particularly evident since October, with the index stabilizing and showing less volatility. Now, what we're looking for is the SPX to clear two key resistance levels at 4200 and 4248. If we see a clearance of these levels, it would be a significant step in the right direction and a strong indication of a potential uptrend.
🌡️ VIX: Low Volatility as a Bullish Sign
Complementing this analysis, we've been keeping a close eye on the VIX, which is often referred to as the "fear index". In the past 18 months, the VIX made a low point and, importantly, it has remained low around the 18 level. This sustained low level of volatility is a positive sign for the bulls. High levels of the VIX typically indicate investor fear and market uncertainty, whereas low levels suggest investor confidence and a potentially bullish market.
📝 Conclusion: Confluence of Promising Signs
In summary, we're seeing a confluence of promising signs from the SPX and the VIX. The SPX is showing a firm bottom and is approaching key resistance levels, while the VIX is maintaining a low level, indicating reduced market fear. Together, these indicators could be pointing to a bullish market ahead.
BTC Short term update BITSTAMP:BTCUSD Recent Performance:
Stability : BTC has maintained a tight trading range in recent days and weeks.
Volume Reduction : Trading volume has decreased during this phase.
Calmer Volatility : The market has experienced a decrease in volatility.
Anticipated Movement:
Expected Move : We anticipate a potential 10-15% movement in the near future.
Increased Volum e: This move is likely to be accompanied by higher trading volumes.
Timing : We expect this shift to occur before the onset of summer.
Observations :
Cautious Approach : We remain vigilant as we consider the possibility of a bear trap.
Noteworthy Situatio n: If this is indeed a bear trap, it presents an intriguing scenario.
Monitoring Strategies : We continue to closely monitor market dynamics to guide our investment strategies.
VOLATILITY 75 INDEX ANALYSIS 29TH OF APR 2023 TRADINGVIEW Here the market is in down trend and will continue to fall base on my analysis .Volatilty 75 index are strongly on sell so going for short is needed.
Long Vol via $UVXYI don't believe shorting vol as a strategy is going to work much longer. I'm long spot UVXY as well as calls from $3.76.
Target $5.50. Think we're going to see risk puke over the next two weeks.
VIX is dangerously lowThe Volatility S&P 500 Index rose slightly today, following a short period with a relatively low value. As is displayed on the chart, within the past year, these moments often coincided with tops in SPX and preceded times of increased volatility with significant selling pressure. Therefore, we will monitor this metric closely in the following days.
*The orange line represents SPX.
Please feel free to express your ideas and thoughts in the comment section.
DISCLAIMER: This analysis is not intended to encourage any buying or selling of any particular securities. Furthermore, it should not be a basis for taking any trade action by an individual investor. Therefore, your own due diligence is highly advised before entering a trade.
✅VOLATILITY INDEX WILL GO DOWN|SHORT🔥
✅VOLATILITY INDEX was trading
Along the rising support but
Then the breakout happened
And I think that it will go
Further down
SHORT🔥
✅Like and subscribe to never miss a new idea!✅
🔥 Bitcoin Extremely Tight: Violent Move Coming!Bitcoin has been trading in an extremely tight range for nearly three weeks at this point. The HKEX:28 ,000 - HKEX:29 ,000 resistance area is proving to be a big obstacle, but for how long?
Bitcoin's range has gotten even tighter since the start of April, where BTC's daily opens and closes are within 3% of each other for an extended period of time.
Historically, periods of extremely low volatility have been followed up by periods of extremely high volatility. In my view, we will get this volatility very soon.
I'm anticipating a bullish break out. Bitcoin's narrative is still great versus classical banks and the stock market is in a full-on bull mode. On the other hand, a bearish move is still possible, especially with the CPI numbers next week.
Hold on tight, because we're going to see a violent move in the very near future.
BTCUSD: Targeting $146,387.66 According to Volatility IndexesBVOL (Realized BTC Volatility) has a huge gap implying an eventual 758% Upside within the index while at the sametime DVOL (Implied BTC Volatility) has a Bearish 3 Line Strike which is a very Bullish Pattern implying upside in it aswell. The last time BVOL rallied by 615% it was coupled with BTC itself going up about 610%. Applying that same logic to the current price action; If BVOL goes up 758% then BTC will go up about 750% from where it was which would take us all the way up to a macro target of about $146,387.66
Navigating The Illusion of SafetyFalse security is dangerous. Wall Street's fear gauge is muted. Is the VIX cruising for a bruising?
As mentioned in our previous papers, current times are unprecedented, from geo-politics tensions, restrictive monetary policies, fractured corporate earnings, to sticky inflation. the VIX should be anything but sanguine. Any mild escalation could send equities tanking or soaring at the sight of relief.
When the road ahead is that uncertain, straddle saves the day. This case study argues for a long straddle in CME’s Micro E-Mini S&P 500 Options to gain from price action and from rising volatility.
Low VIX plus narrow spread between VIX & realised volatility reduces straddle cost. Large price action plus volatility expansion will deliver a compelling 1.25x reward to risk ratio.
DEMYSTIFYING VIX
Volatility Index ("VIX") is also known as the Fear Index. Higher the fear, greater the VIX. Typically, VIX above 30 points to elevated uncertainty. VIX below 20 describes stable markets.
VIX is market’s expectations of S&P 500 Index (SPX) volatility over the next 30 days. It is computed by using the weighted prices of SPX options across a range of strikes expiring within the next 23 to 37 days. It is an annualised quantifiable measure of market uncertainty.
Volatility is inversely proportional to the square root of time. A year comprises of 252 trading days. Dividing VIX by the square root of 252 (~16) provides daily expected moves. Current VIX at 20.7% implies ~1.3% daily move.
IS THE VIX BROKEN?
Several threats loom yet VIX remains subdued. Is it broken?
In a recent FT Alpha Ville column, journalist Robin Wigglesworth postulated that the VIX may not be broken. Instead, it has been diluted by product innovation resulting in risk pricing windows shifting away from VIX’s target expiry range.
Growth in short-dated options (including zero days-to-expiry or 0DTE options) has shrunk the demand for those expiring in 23 to 37 DTE which VIX is based on. Contracting demand while keeping supply same silences the VIX.
THE VIX AND REALISED VOLATILITY
In theory, realised & implied volatility (VIX) should be at similar levels and move in tandem. However, in practice where greed & fear trump rationality, VIX overshoots realised volatility.
Over the last ten years, VIX on average is 307 bps higher than 30-day rolling realised volatility. The spread between the two at 40 bps is narrow as of this writing, making options buying relatively cheap.
MACROFORCES BUT MICRO IMPACT ON VIX AND OUTLOOK FOR 2023
How does VIX respond to rising rates, contracting Fed Balance Sheet, and geo-political shocks?
VIX should be sensitive to rate changes & Fed Balance Sheet shifts given tight interdependencies. However, it turns out that it is not as sensitive to these macro metrics.
The chart below shows that VIX spiked nearly 400% in March 2020 when Fed hammered rates to zero while massively expanding its balance sheet to fend off pandemic-linked economic collapse. A similar trend was observed in 2008.
Notably, VIX did not spike when Fed started to hike rates in 2022. Steady shifts have much lesser impact on it when compared to radical shifts that shocks the system. Chart below highlights key events that sent VIX soaring.
Large VIX moves are driven by shocks. Periods of high volatility as observed last year are caused by market uncertainty over a longer period.
A radical shift in monetary policy – like the one in 2018 – will send VIX higher. Back then, it jumped on fears of Fed hiking rates. Now, a change in the rate regime could push up the index.
A tailwind to VIX is the on-going conflict between Russia and Ukraine. Any escalation could bump it up to levels unseen in the recent past.
TECHNICALS POINT TO A REBOUND IN VIX
Mean-reversion is common in financial markets. It is the tendency of asset prices to revert to its longer-term average.
Since last November, VIX has been trading below its 200-day moving average (200 DMA). It could rise beyond the 200 DMA as it reverts to the mean.
EXPLOITING VIX MEAN-REVERSION WITH CME MICRO E-MINI S&P 500 OPTIONS
Bullish VIX? Long VIX futures? Perhaps not. Why?
Given rising growth in shorter dated options, VIX remains bottled-up. Jumps in extremely shorter-term volatilities fail to show up in it.
Therefore, instead of VIX futures, this case study features a long straddle using CME’s Micro E-Mini S&P 500 Options to deliver a compelling and comprehensive return profile gaining from both volatility expansion and price action.
The long straddle is designed to deliver profits when the index makes a sharp move either up or down while also gaining from volatility expansion.
Straddles are usually considered expensive as it requires two upfront premiums. However, with VIX below its 200 DMA and near the 30-day-rolling historical volatility, these premiums are relatively cheaper.
Leg 1: Long 4150 Call on MESM3 (expiring in June 23); premium of 171.25 index points
Leg 2: Long 4150 Put on MESM3 (expiring in June 23); premium of 185.50 index points
Premium: $1,800 ((171.25 + 185.50) * $5 = 356.75 * 5 = 1,783.75; ~$1,800)
*Note: 1 point move in MESM3 = $5
Break-even points: S&P 500 futures at either 3790 or 4510
Target: S&P 500 futures at either 4600 or 3700
Profit at Target: $450
Stop-loss: At 20% of the drop in options premium
Loss at Stop-loss: $360
A long straddle generates returns when (a) underlying futures trade past break-even points, and (b) volatility expands. As expiry inches closer, the straddle loses value which requires close monitoring.
CME offers a wide range of options on deeply liquid S&P 500 futures. To meet growing demand for shorter-dated expiries, CME is expanding the listing cycle of Micro E-mini Options on Micro E-mini NASDAQ and Micro E-mini S&P with expiries available throughout the week, on every business day.
These ultra-short, or same-day expiries can be used to reduce straddle cost further enriching returns from this strategy.
Also, investors can fine tune their hedging & trading with shorter expiries and smaller notional values. At 1/10th the size of the E-Mini contracts, Micro E-mini Options require less capital to enter the market with more approachable margins for short positions.
MARKET DATA
CME Real-time Market Data helps identify trading set-ups and express market views better. If you have futures in your trading portfolio, you can check out on CME Group data plans available that suit your trading needs www.tradingview.com
DISCLAIMER
This case study is for educational purposes only and does not constitute investment recommendations or advice. Nor are they used to promote any specific products, or services.
Trading or investment ideas cited here are for illustration only, as an integral part of a case study to demonstrate the fundamental concepts in risk management or trading under the market scenarios being discussed. Please read the FULL DISCLAIMER the link to which is provided in our profile description.
REFERENCES
www.cmegroup.com
www.cmegroup.com
Dangerous environmentExpecting 33-35 by mid april, alt path it gets rejected at 28 and comes back down.
Black line was my prediction a couple months back (linked idea), blue lines are forecasted path and alt.
BVIV, EVIV, VIX, GLD, BTC, ETH, SPY, NDX, DXYFriday, March 17, 2023
BVIV, EVIV, VIX, GLD, BTC, ETH, SPY, NDX, DXY
UVXY Cup and Handle Scalp?UVXY seems like it wants to move up a bit and we may have a cup and handle forming. This is the 15min tf so expectations should be less. Nice 5% scalp maybe? Not financial advice, DYOR
VIX Local Short! Sell!
Hello,Traders!
VIX has hit a horizontal
Resistance level so
A retest of the target
Below is to be expected
Sell!
Like, comment and subscribe to boost your trading!
See other ideas below too!
Don't Fall for VIX Volatility Dead Cat Bounce“Happiness was never important.
The problem is that we don't know what we really want. What makes us happy is not to get what we want.
But to dream about it. Happiness is for opportunists.
So I think that the only life of deep satisfaction is a life of eternal struggle, especially struggle with oneself.
If you want to remain happy, just remain stupid.
Authentic masters are never happy; happiness is a category of slaves.”
VIX: VOLATILITY CYCLES / POINT OF CONTROL / RAISING THE CEILING DESCRIPTION: In the chart above I have provided a SEMI-MACRO analysis of VIX a volatility index on the 4 hour timeframe. This is a brief update on VIX as we have had some interesting momentum taking place.
POINTS:
1. Deviation of 7 points continues to stand and justifies Supply & Demand Pocket Placement.
2. RSI is currently OVEREXTENDED but PRICE ACTION continues to exhibit compressed behavior by only GRAVITATING around 20 POINTS.
3. MACD signals that past cycles have at least seen 2.00 POINTS on MACD'S deviation from Median but has only seen 0.50 since the beginning of this VOLATILITY CYCLE.
IMPORTANT: With a new ceiling confirmed by price actions recent upward momentum it is safe to say that if price action surpasses 23 we will come to see elevated VOLATILITY for SPY, SPX, ES1! or NQ1!. I would consider a BULLISH & BEARISH scenario when it comes to VIX but no recession has ever come to an end without VIX first touching 40 POINTS but here it is.
SCENARIO #1: In a BULLISH scenario for VIX we see an eventual RETEST of 19 followed by further consolidation and a BREAK of 23 POINTS by MARCH 8th.
SCENARIO #2: In a BEARISH scenario for VIX we come to see a break of 19 POINTS to the downside followed by an inevitable RETEST of the 8 YEAR TREND LINE & would elongate capitulation due date.
FULL CHART LINK: www.tradingview.com
TVC:VIX
CBOE:VIX
DAX Trading: From Lower to Upper Bouhmidi-Band$DAX - From lower to upper - Todays highs are reaching almost upper #BouhmidiBands
India VIXHello & welcome to this analysis
As nifty tests (and probably is to move further down) India VIX appears to have bottomed out.
This suggests volatility spike is very likely to happen from here onwards.
VIX spikes lead to gap openings and large candle formations intra day.
There is a high probability that VIX could test 18 & 20 if it sustains above 16.
While it gives fantastic yields when on the correct side of the trend (on a particular session) it can hurt much more if you are on the wrong side of the trade due to gap openings and faster breaks of support/resistance.
Conclusion reduce your derivative exposure for overnight trades and as always keep a stop loss in the terminal and respect it
Save Capital
Market now looking to go BearishWith the massive selloff in the market today and the great setup on the VIX it is looking like this little bull run could now be over.
In my 2 chart pics I have the daily charts of the SPY and the VXX. This looks very obvious that the VXX is ready to spike which will send the market lower.
It is always important when determining where the market is going, to look at the vix. If the vxx is bearish the market is likely bullish, if the vxx is bullish the market will likely be bearish. It will mostly be opposite.
So right now the VXX is setting up very bullish for Friday. I will be mostly looking for bearish setups to trade on Friday for the top stocks and indicess
Now it is also important to view the futures over night because they could easily turn around a rally setting up for a gap up in the SPY the next day.
VIX: VOLATILITY CYCLES / PREDICTION / EXPONENTIAL MOVING AVERAGEDESCRIPTION: In the chart above I have provided a SEMI-MACRO analysis of VIX. I have decided to reduce the number of BARS that it will take for the Volatility Index to see its next price action cycle with past cycles lasting up too 250, 300, or 375 BARS to complete. With current price action trajectory and support it appears 250 BARS would be the most suitable span of time for this current cycle to complete.
POINTS:
1. Deviation of 7 Points Remains the same for SUPPLY & DEMAND POCKET PLACEMENT.
2. 8 YEAR UPTREND Line has nearly made contact & is indicative of VIX seeing a rubber band reaction to the upside.
3. Current DOWNTREND pattern is being squeezed against 8 year trend.
IMO: If price action sees a break to the upside past 21.50 it will be a sure enough bet that VIX will then be looking for 26 Points.
EMA'S: PAY CLOSE ATTENTION TO TIGHT MOMENTUM OF ALL THREE EMA'S (45,100,200) WHICH USUALLY INDICATIVE OF UPCOMING SHIFT IN TREND.
RSI: In regard to RSI crucial pivot point levels are mapped by using past positions held by RSI when VIX would eventually bottom out.
MACD: The VIX and MACD share a parallel relationship in the way that as soon as MACD touches MEDIAN and switches directions price action on VIX will come to see a shift in momentum. Currently MACD is in negative territory but should be another solid indicator for when VIX is ready to rubber band to the upside.
SCENARIO #1: In a BULLISH scenario price action continues to be supported by threshold at 19 & by March 8th it would be inevitable for PRICE ACTION to not be carried TO THE UPSIDE by the 45 EMA with current TRAJECTORY if SUPPORT OF 19 HOLDS.
SCENARIO #2: In a BEARISH scenario this setup would become invalidated if price action is to BREAK TO THE DOWNSIDE past the 19 SUPPORT LEVEL. And would depend on a future hold of of at least 16.80 to be held in order to respect 8 YEAR UPTREND.
FULL CHART LINK: www.tradingview.com
TVC:VIX
