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VXX

VIX - Delta "Change" - 22.50 Level with Negative Roll YieldVIX will move higher as Indices will front run their .382s Negative Roll Yields are always a warning, we alerted traders to this Important Condition on Settlement as V2/M2 exceeded V1/M1 by 8%. 22.50 is the level to watch for a breakout higher. August is a Negative time for the Indices. We maintain large Sell to Opens in AMZN, TSLA, TQQQ, NQ, ES, RTY, MNQ, MES, M2K We Bought to Open SQQQ & VVX. We sold 11 SPDR ETFS with the larges Bias to Consumer Discretionary as we indicated Demand has peaked. The A50 is a clear warning sign as we indicated last week.
CBOE:VX1!Short
by HK_L61
VIX - Time Decay for the VIX STR and HYPER BUBBLE EnteriesS&P VIX STR Index will continue roll to V2/M2 as the constant 30 Day rolling Index weightings between V1/M1 & V2/M2. As a consequence, 82% of the time the VX Futures see time decay close the Roll Yield. Roll Yield is calculated by the spread between V1/M! & V2/M2 as a percentage. The average is roughly 8%, over this percentage an we see Price tend towards a decay of Price through time into the next Rollover. On April 19th CASH VIX Closed @ 22.50 - the VXQ closed @ 21.45 * A LARGE TELL: The Negative Roll Yield :) The value of ETPs are all calculated from the 30 Day Constant. All derivatives: VXX, UVXY, SVXY are calculated using this formula. Price can change at any time, it is important to remember this - there is a clear percentage of the time when the VIX can move far higher. The trick is to determine when the probability favors this move.
CBOE:VX1!Long
by HK_L61
For Your Eyes OnlyAs the majors drift sideways on Wednesday afternoon, after a bullish morning, Vix is at the LOD (18.16). When you look at Vix from the weekly timeframe, the trend is quite pronounced, and we're at solid multi-year support. It looks like things are going to get very wild, very soon, and from a macro perspective that makes perfect sense. I'm well positioned for anything that comes. As some of you know, my wife and I sold our condo in Toronto a few years ago in anticipation of a market top. We've cut our monthly expenses in half in the past year, and we're essentially debt free. One thing I refuse to be in the second half of my life, is a slave to the government or banking sector. I'm preparing for the worst, but hoping for the best, I guess that's all we can really do at this stage...
TVC:VIXLong
by Hedge_Of_The_World
10
PANIC Ahead - August into OctoberThere is far more to "markets" than Charts. Risks appear as IF unknown when all eyes are focused upon Charts - this has been demonstrated time and again. Yet it remains mostly ignored. There are immense Risks to the Equity Complex. Today is a Prime Example of Wall Street getting its fills for the upcoming correction - it will be swift, violent and decidedly nasty. Buy the Dip is an almost religious, cult like adherence. This too shall pass. We anticipate a move to 200 EMAs happening with extreme swiftness. Timing it will be folly, it is best to begin positioning for it as Geo Political Risk has not been this high in years. Good Luck and may you prosper immensely in this next decline.
FRED:T10YIEShort
by HK_L61
1
VXX - Amazing Trade Setting UpA solid Hedge for VIX Complex Traders is the VXX. VXX is comprised of Short Volatility Instruments - M1 (or Front Month of VIX Futures Contract "July" until tomorrow's settlement) and M2 (August VIX Futures Contract). Yesterday we observed the Short End of the VIX Curve trade to "Par" where July and August traded to 2460 simultaneously. The Short End of the Curve immediately was SOLD heavily as the threat of Backwardation was not to be permitted in the Curve. When Backwardation in the Volatility Curve occurs, it is a leading indicator of the "Potential" for a large move higher in Price of the Complex. This threat was SOLD into immediately. We immediately SOLD VXX against Buys we had opened @ 20 on the July VX and began selling July as price moved to 21s - 2365 was our preferred exit pivot for the burst higher. The VIX has broken 2285, 2175, 2075 at present on the Front Month settling tomorrow. 100% of the VXX will be contained within August VIX and the Roll into September VIX will continue into the next Rollover. BY example - Aug @ 96% / Sep @ 4% on the 22nd of July. The accumulation of the Sept. VIX Contract will continue until it is solely comprised of Sep VIX at the next Rollover for Aug. Sep VIX slowly builds from 0% to 100% as we move from Contract Rollover to Contract Rollover. As the Chart above illustrates, there is opportunity within the VXX during these times. Using the VXX as a hedge against the VXM (Micro VIX Contract) can be immensely rewarding - Traders can use both sides of the Trade, knowing "Backwardation" will not be permitted (until it cannot be contained).
CBOE:VXX
by HK_L61
2
Volatility - VIX Wyckoff AccumulationIdea for VIX: - VIX finally has touched pre-COVID levels. The debt and margin fueled recovery is complete. - Markets hitting ATH's every day (nearly a record for days in a row). - Yet every warning is flashing, market components are down, yet indices grind up on low volume. - Liquidity is flowing out, tapering has already begun, global credit impulse is negative, and market breadth is collapsing. - We are in the greatest asset bubble in history, and underlying conditions point to the greatest crash in history. - The crash has been telegraphed. In hindsight, it will be unanimously agreed upon that it was obvious. They will wonder how anyone could have been bullish here. - Such is the nature of the rally that a significant drop would create a bid-less market and mass liquidations. - Operators like to bid up a market to sell into (creating blow-off tops), and vice versa, to shake out retail and make sure the market will absorb their entire order. It is all being set up for a great flush. Classic accumulation pattern. Bubbles make their greatest gains at their end. Speculate the trigger by mid July. "Be fearful when others are greedy" - Warren Buffett GLHF - DPT
TVC:VIXLong
by UnknownUnicorn1043646
BEAST MODEVol has awoken. I repeat. Vol has awoken. Bears UNITE! 1 min chart shows clear bottoming pattern, plus impulsive price action to the upside. I'm seeing impulsive fractals meaning 1-2 1-2 With all the new supply of dead bulls in the future, we'll have to turn them into hamburger or something. How does bankrupt hamburger taste? Would you like some forbearance on the side? You're from America? Oh don't worry about the bill! They never pay it off anyways! Here just put it on the Fed's tab. You take Fed credit here?.... Well....that's all I have...? Well how am I supposed to pay for things if you won't accept my make believe credit that someone printed on a screen??!! This is unacceptable. Everyone is supposed to accept my meaningless, make-believe credit!! Well if you don't I'll....I'll....say you have weapons of mass destruction and invade your country!! Yeah that'll show em. (Not financial advice. Just a bear living it up.)
CBOE:UVXYLong
by MonetaryRebel
1
VXX Sold Calls - 16 Jul & 23 Jul ExpiryI'm weary of my exposure to VXX and will try to reduce my exposure to it. For now, the price action seems to be stabilizing below the S/R line of $38. This month's entries seem tight due to the price offerings and when I entered. I'm not totally happy but it is manageable just not as defensive (Previous VXX trade I could get a good price at +60% from the strike) I might exit these trades a week early and take a smaller profit so that I can get better Aug prices. My Concerns on the VXX: 1) Inflation worries seem to be quietened but this will come back 2) VXX has an exposure to the Tech sector and that sector is pretty volatile especially with it's crazy bullish moves Sold 45 Calls @ 1.02 Strike 51 - Expiry 16 July Sold 15 Calls @ 0.82 Strike 46 - Expiry 23 July BP Block: 53K Max Gain: Est $5285.76 % Distance to Strike 51: 37% % Distance to Strike 46: 29%
CBOE:VXXShort
by Ronin_trader
Volatility - Nothing New Under The SunIdea for Volatility: - Wyckoff Cycle Mapped. - Wave Frequencies synced. - Cause and Effect determined. - Greater Cycle: - Bonds Volatility looks ready: - China Credit Impulse turns negative, consequently the global credit impulse turns negative. - Liquidity Flow: Credit > Bonds/Currencies > Commodities > Stocks. Fighting the Fed: - Reading the Curve: - Data Suppression: - Volatility Suppression: - DXY is in a rising Trend: - Decision point for the Dollar: - Dollar is goosed, but Yen seems to be telling, as the Yen is seen as a haven currency and AUD is correlated to inflation: - Yuan is very telling for the global economy: - Bond yields (CN & US) are telling: - Forecast suggests a Volatility spike this summer. - It is likely that a greater explosion in Volatility will follow... speculating the date to be September Quad Witching 2022 (September 16, 2022). It's Black Swan season... Look out for them, but they are never the cause. It is all about the Credit Cycle. GLHF - DPT
TVC:VIXLong
by UnknownUnicorn1043646
VXX finally getting ready to rumble?VXX has been very consistent in its following trend lines and over the last week it has dipped below its major support line. The news from the Fed today has clearly started some level of pull back in the markets (DJI has been showing that for a week). Now will this just be a side ways move or something more substantial? The markets has defied all odds so far so it may be good to wait for confirmation, but if you are a risk taker maybe something to consider. 4h 4h close up 2h
CBOE:VXX
by Dr_Roboto
Vix Weekly RSI Lowest in Almost 8 Years?The Vix recently caught a bounce off one of the lowest weekly RSI prints since 2013. We've seen support each time the Vix hit a weekly RSI of 41, and so Vix may finally be on the verge of a notable spike soon, which leads me to believe that the Fed may surprise markets today by being more hawkish than expected, or opex (quad-witch) on Friday may be a disaster for risk. Either way, I think the worse could be over for Vix, at least for a brief period of time. Let's see what happens this afternoon when we get the Fed minutes...
TVC:VIX
by Hedge_Of_The_World
2
VOLATILITY B WAVENew all-time highs in the market combined with a creeping VIX are cause for some alarm. Inflation hedges/bets seems to be the talk of late with inflation on the rise.. and this is not unwise considering that money supply is off the chart and velocity is sure to pick up... although velocity is not a necessary component of inflation. Remember that the market is forward looking and when something becomes obvious to you, you are are usually late to that fact. I believe volatility is bottoming in this range and is very likely to start the B wave of a larger wedge. I had expected this to begin sooner. If this is indeed a new, larger wedge, then perhaps it's even bigger than I anticipated. I also believe the market is quite a ways off from any major crash like we had in March of 2020...perhaps years out. But that does not mean we will not have sharp drops with periods of volatility.. I tend to think we are nearing that now. Be on the lookout for market noise and flush-outs. There are likely to be some decent buying opportunities made available in many stocks soon. Hold fast.
TVC:VIXLong
by gghsusa
4
calls on the VXX Betting on a spike in the vix tomorrow after the CPI number comes in hot. Too many signs of inflation to ignore, there's no way the CPI comes in softly. I think the markets will have a slight reaction which should spike the "fear index" for a brief period of time, long enough to sell the calls in-the-money Strategy to profit from this possibility: VXX expiration June 11th $33 strike calls (ITM) VXX expiration June 11th $34 strike calls (OTM) Vix spikes are usually short-lived and this is playing off a specific catalyst, specifically, the CPI being reported at 8:30 am June 10th.
CBOE:VXX
by EBITDAtiger