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VVX

VIX - Roll Yield ImportanceImportant Note, the Roll Yield is important for the VXX. I have heard countless YouTube and Forum Gurus dismiss the VXX as a Junk Derivative. A Scam... Nothing is further from the Truth. That statement demonstrates how there are far too many "Gurus" with no understanding of Volatility itself. The VXX is comprised of the 30 day Short Term Rolling Maturity outline in the prior 2 Posts. We simply laid the groundwork for how this all comes together to show how "balance" is achieved for the VXX Instrument.... it is constantly moving from M1 to M2 the Day it Settles. Hopefully, this was clear enough for those unfamiliar with how Volatility works in the Futures Markets and how it impacts ALL Markets. The Methodology is known, it is based upon VIX Futures in relation to the Spot VIX >>> SPOT VIX & M1 @ Settle "Converge" then to become equal in Price @ PAR. Roll Yield is how the VXX Derives its Price. VXX is not a STOCK, it is an Index based upon M1/M2. It simply is a Wash Rinse Repeat cycle Index for M1 / M2 in Constant Maturity. I received a message asking me to explain this, Hopefully, it is clear now.
CBOE:VX1!
by HK_L61
3
NQ - Building December SELLs NQ ES RTY YM - First EntriesMNQ STO - 10 x 15365 MNQ STO - 5 x 15360 MNQ STO - 5 x 15355 MNQ STO - 5 x 15350 EQ - 2.5 NQ Sells After Kaplans later Friday reversal, the die was cast for the cartoonish over throw. Our Initial Target from 3 weeks ago was 15363, this target was met and exceeded in the NQ SEP CT @ 15384. We will continue to use SEP as the BTO Hedge, we closed 2 NQ from 170 break at 322. We hold Zero SEP Hedge for NQ currently. We remain in a large Bid for SOXS, with 28K @ 6.91~ ES -STO 6.5K CTs RTY - 0 Positions YM - 0 Positions CL - STO 7K 65.87 VXX - BTO 6 CTs 2644 VX - M1/M2/M3 BTO 8 CTs on Curve VXM - M1 40MCTs SOXS - 28K ~ 6.912 ___________________________________________________________________________ The VIX Curve implies an 86% chance of increased Volatility for the Indices today. Extremes in many metrics and indicators, keep us in a Line Feed Out strategy for a violent reversal. The Monthly patterns, imho - are completing off two historic conditions: 1. A break away monthly Gap - never occurred in History, never. 2. 7 Monthly Bull Bars probability is 12:1 against. An 8th has never occurred in the past 25 Years. Market breadth is extreme in its weakness. Gamma was once again the driver, with vastly reduced Call Volumes. AAPL TSLA GOOG NVDA - another attempt at GS will fail imho AMC Apes bought the 39s... we are seller of AMC from 37.50 to 41.00 TSLA - Sellers at 720 - 750 ARKK - Sellers 120.11 to 125 WE Anticipate a violent reversal very soon. Ideally, today should close Negative no later than Globex. Prosperity to those positioned for the reversal. - HK
CME_MINI:NQ1!Short
by HK_L61
17