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Cboe Volatility Index (VIX) Futures

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VX1! trade ideas

VX1! S&P 500 VIX Futures continuous contractsNew is always given for the cause of market changes but could the announcement of Jerome Powell vs Lael Brainard decision be a market mover? We will see. Should this chart play out...a third higher low could spark volatility to increase. I see a 1, 3, 5 pattern forming which can affect the market. Time & Price reflects a change somewhere near Dec 6th - Jan 18th with the sooner being my target. Watch for divergence in these products! Also, watch for the 9 count to appear.
CBOE:VX1!
by curazguy
VIX - (VXX) Settles tomorrow - VXZ @ 96% TomorrowUnfortunately, although the Spread has been cut in half, there will remain the usual Gap Fill to complete as VIX INDEX (Cash/Spot) will square Price at the end of tomorrow's Session. VXX will equal the VIX Index. _________________________________________________________ Wednesday's will show, surprise, another Gap on the Continuous Contract. The Gap will be at the 4 PM EST Closing Square Price. _________________________________________________________ UVXY Fans will not be amused once again. As the UVXY will be front-loaded in new Decay and perhaps new Lows around 13.89, should 14.46 let go. This is why the UVXY spends the majority of its time going South. Unless, of course, there is an Event, then... Katy Bar the Doors. Katy is a known Degenerate. _________________________________________________________ Time to trade the VX Complex passed last week, a Retracement did not develop, although by appearances - it did appear Probable. Wall Street taketh away. The One time a Month the Vix can go Vertical came and went. _________________________________________________________ Where does this leave us? Where else, defensive with a healthy dose of patience and Cash. _________________________________________________________ On a Positive note - An accident is very close. China's got Probs, Bigguns. Actually the "positive" would be simply a gain in Position Capital. Positive... yeah, naw. Not at all as, bad arrangements - Este es Muy Mal por Hente in Todo. _________________________________________________________ Probability favors a consolidation, but Tuesday has been ALGO Grinder day for months on end, so we shall see how Yields behave at 8 AM EST tomorrow, prior to placing any Degenerate Bets @ the Flamingo. _________________________________________________________ Today behaved as if Price is Consolidating. For What, Magic 8 Ball suggested - "Ask again later"
CBOE:VX1!
by HK_L61
15
VIX - Spread Into Settlement / DEC INDEX Option Structure The prior 398 Tick Settlement has declined to ~269 Ticks. __________________________________________________ Daily Low VX Price Objective remains 12.25. It is difficult to Imagine - A VIX print this Low. __________________________________________________ December has become a significantly distorted Settlement Month for Equity Future Contracts __________________________________________________ ESZ21 - S&P 500 E-Mini (Dec '21) Implied Volatility: 12.95% Put Premium Total $422,602.50 (Deep - Out of the Money can Mask Large Decline Potential) Call Premium Total $10,005,752.50 Put/Call Premium Ratio 0.04 (Extreme Bullish Sentiment) Put Open Interest Total 771,656 Call Open Interest Total 263,145 Put/Call Open Interest Ratio 2.93 ( Ratio of outstanding positions that need to be set off before or on expiry) __________________________________________________ Dow Futures Mini Dec '21 (YMZ21) 36,013s +184 (+0.51%) Put Premium Tota l$3,123,245.00 Call Premium Total $6,532,215.00 Put/Call Premium Ratio0.48 Put Open Interest Total 824 Call Open Interest Total 316 Put/Call Open Interest Ratio 2.61 __________________________________________________ Nasdaq 100 E-Mini Dec '21 (NQZ21) 16,192.75s +170.00 (+1.06%) Put Premium Total $6,589,153.00 Call Premium Total $30,371,383.00 Put/Call Premium Ratio 0.22 Put Open Interest Total 47,828 Call Open Interest Total 31,758 Put/Call Open Interest Ratio 1.51 __________________________________________________ The Challenge - Who gets paid First, because both will.
CBOE:VX2!
by HK_L61
VIX - Day 190 Curve Contango / VXX / VVIX / UVXYThe VIX Roll Yield was 398 Ticks of Spread on Settlement. It has since come into 336 Ticks VX1/M1 over Spot. The Curve has remained in Contango for the second-longest period since the creation of the Volatility Complex in 2004. 273 Days remains the prior longest Contango Duration. ___________________________________________________ Roll Yield close over 20%, the mean is ~ 8.55%. More than 2X the average. This implies the continuation of the current period of sustained lower Volatility. Intra-Day, compression brought the M1/M2 into Backwardation a few weeks back, on Close, it traded back to Contango. ___________________________________________________ Traders are clearly Trend following, comfortable with the VOL Crush as Vol of Vol (VVIX) traded through 105 tp 102.36. VVIX traded to 100.06 on October 21st during the 15:00 Hourly Bar. The Spread Gap to close for the Continuous Contract has a great deal or room to resolve. 2021 the VX Curve Trend has been Lower, as it was from the ATH made in 2020. A Daily Downtrend with a clearly defined Price Objective @ 12.25. ___________________________________________________ Chasing WaterFalls has paid in the VX Curve as Sellers have seen a continual decline, with few interruptions. ___________________________________________________ The VXX (Constant Rolling 30 Day Maturity) is making new lows. Price will again on NYSE OPEN - IF the Globex Price Levels hold from the O/N Ramp and Camp. 20.75 will be exceeded to the downside. Uber Kink - UVXY - has made another All Time Low @ 15.70 while continuing to Ride the downward slopping Lower Weekly Trend Line. There are a great many "This is It~! (TII) moments in the 1/5X levered UVXY. It has its teeth pulled long ago when the 2X was cut by 33% to current levels of 30 Day - All in Positions on VX which has been systematically Crushed. Positioning for the Big Lick there has been met with "Capital Relief"... ___________________________________________________ For now, AND this is subject to change... Wall Street has the VX complex well contained. How much longer will it last? It will depend, of course, on how the next two weeks unfold through the Meat of EPS. We have the FED and further Taper Talk into early November ___________________________________________________ The VX Complex moves "Out of Balance" - only to be brought back into "Balance" once everyone has begun Whale Watching Portside. Starboard list is approaching. ___________________________________________________ There are a number of concerns building within the Equity Complex, how long will they require to resolve... will depend on how carefully worded Companies reporting temper their "Inflation Warnings."
CBOE:VX1!
by HK_L61
2
VIX - November M1 @ 96%This will get interesting as Price begins to resolve the Continuous Contract for the VIX M1/M2. The prior October Range: 14.70 -24.00 As November begins to square Price is within the Window for the potential of the VIX reversing Up @ 9.89% of Settlements. Effectively placing Price in a Desert, a nowhere landscape. The Monthly Trend is quite Clear with a lower-Price Objective @ 12.25. What happens this week will provide further insights into whether 4/5 is complete and 5/5 has begun, or we see something entirely different. Longer-Term TF's favor the Latter for now. We shall see.
CBOE:VX2!
by HK_L61
4
VIX - M1 Completing Lower Daily GapsAs M1 continues the Roll to M2 (November) we see the 2 Primary Gaps coming into Range The remaining Gap resides @ 16.20. The VVIX remains stubborn in its FILL into the Corner @ 105. It remains in strength during a period of extreme M1 Weakness. A very good sign, as it indicates out the Curve, there is IMMENSE Support. Institutions are quietly hoovering up the VX Complex Curve, which in turn Supports our Trade Plan for the loss of momentum and roll-over to the 200SMAs. Next Wednesday / Thursday continues to appear as a Pivotal day for this Counter-Trend.
CBOE:VX1!
by HK_L61
VIX - Squaring the Continuous Contract October 20, 2021September Closed the @ 19.71 yesterday, an important Level for the Continuous Contract to Observe, for now, it will change again. CASH/SPOT VIX @ 17.81 this morning. CSH Will Converge to M1 (October) into next Tuesday/Wednesday. There will be a Gap in the Continuous Contract as long as the VX Curve remains in Contango - presently the spread is 205 Ticks x 1, the VIX trades @ 5 Ticks. Convergence will provide LIFT for the Indicies during Roll to Settle as we indicated and provide the cover for higher Index Prices in the Equity Complex. Curiously, there is the October 21st Pivot timeframe appearing again... For September, we have the 19.20, 18.60, and 18.20 as Ghost Levels with the larger 16.20 GF and 12.30 as the 5/5 extension low once 5/5 completes for Equity Complex.
CBOE:VX2!
by HK_L61
3
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
VIX - M2 Into Settelment (Next Wednesday)Next Wednesday the M2 will "Settle" becoming the Front Month or M1. 100% of the Constant 30 Day Maturity will be concentrated on this Date. Each day thereafter, M1 will begin to flow to M2 (December 2021) at a rate of roughly 3-4% per day, depending on Traading/Calendar Days. When the VIX Curve is in Contango - M2, M3, M4 higher than M1 we will see a Gap left as the Continuous Contract Picks up off the prior Ghost levels of the Prior M1 Contract. Presently the Values out the Curve by Month: DEC 22.60 JAN 23.80 FEB 24.35 We see clear Contango as Prices are higher out the Curve.
CBOE:VX2!
by HK_L61
2
VIX - Trade Plan for VOL CRUSH ReversalAs Roll / Settle approaches for the VX M1 - M2 --- they are attempting to fend off the 50/200 cross for the VIX... good luck riggers on the trigger. M2 will appear to have a Gap as the Continuous Contract Squares. Typically we see a front run of Volatility ahead of Roll and things pickup again after settlement as Wednesday to Friday is EOW and decision time. SO much depends on Yields, it cannot be overemphasized. The slightest move there sends Equities lower rather quickly. Methodically but we see how the Equity Complex responded to the small move at a pivotal price. A print of 1.69 and then 1.571 spooked "them" Were we to throw over the 1.63 level, this can simply implode on its own, just as everyone was getting comfy with the Retracement. Tomorrow's macro Data along with next week will be all about the Taper, so the final hour will require a large effort to bring down the 10yr Yield and bring up Equities, ideally, they need to close at or near the highs again... or they are left to Globex. Asia and the EU isn't going to be too keen on bag holding while the cost of borrowing continues to rise.... they need this up, up, up. The CASH/SPOT VIX traded down to 19.07 today prior to Put buyers again bidding the lows. We saw the VIX trade 20.00 - the month's long Pivot... eek, again? It's one enormous magnet for Price time and again. 80 Ticks below is the Gap Fill... just fill it already... get it over with so Price can move on. This is not Retail, it is Hedge Funds, Insts, and Pros who are supporting and adding Protection to offset what they could not unload on the last Dump. We saw the VXN Dip in under 23 to 22.89 and reverse as the 10 Yr Yield began to test 1,57 ~ currently at 1.569. Globex will be required to gain traction again, there is another panic shaping up, one that will catch the Herd completely off guard. The VVIX is behaving as it should... providing a clear warning again of what is ahead. The next 24hours is critical, as this developed we needed to see a few things... they have appeared. There is a very large termor ahead.
CBOE:VX1!
by HK_L61
23
VIX - Friday RangeAnticipate the Globex Gap Up to return as the VIX tests 22.40s - the Daily Pivot for the VIX. The VIX exceeded its lower Objectives, on the Daily - 22.40 was the Level. The Sell has the potential of providing support to the Indicies as it is Friday. A great deal will depend upon Employment Claims, Flash Services and Manu PMI. In turn, it can pivot at 9:30 AM EST, I am using yesterdays 9:30 Pirce for Pirce @ the NYSE Open. RTH Gaps remain overhead for the Indies. 1/4 to 1/2 Size today.
CBOE:VX1!
by HK_L61
5
VIX - Daily Contract Range ( NQ ES YM )The VIX broke its .500 by 2 Ticks to pull back towards its 22.25 Support Level. VXN, no different, the pullback towards its Support from the Measure move of the GAP to the Highs. The indices will complete their retracement measured moves ahead of the FOMC tomorrow, entirely normal after yesterday's extremely large Volume Sells. We anticipated a Retracement back up ahead of the FOMC. It is normal and useful as the SELL Fills in the DOM await. Price will move to its 200SMA after this retracement is complete. The Die as they say is cast for Lower Prices, as we have indicated the 200SMAs will not hold but create a failure towards the 400SMAs. _________________________________________________________________________ NQ - Daily Range 14807 - 15708 The retracement Levels for SELL Fills: 15258 15364 Gap Fill Open The Objective is 12754 _________________________________________________________________________ ES - Daily Range 4294 - 1550 The retracement Levels for SELL Fills: 4421 4452 Gap Fill Open The Objective is 3982 _________________________________________________________________________ YM - Daily Range 33478 - 35548 The retracement Levels for SELL Fills: 34512 34753 Gap Fill Open The Objective is 28.200 to 31,000 ________________________________________________________________________ Summary Market Structure observations proved to be correct. The Trade Plan was executed and closed successfully. The Markets are weakening and moving to their 200SMAs, we do not anticipate this the level will hold but move lower towards the 400SMAs. Divergences that had been building for several months came to pass. 3x and 4x divergences take time to resolve, we are nowhere near this in time. As this unfolds it will fool a great many who have been trained to BTD. Inexperienced Traders are now touting Dow 37.000. Not going to happen, Price has a great deal of work in a Southerly Range. The Flash Crash began and ended yesterday. It will be back in force again shortly. Creating Lower Lows. We will see where the Backtest attempts to gain its FILL. The trendline or the Gaps above. There is no Gap and Trap, our indicators remain Bearish. Pirce has failed the Momentum Line. The 100 SMAs were tested, for now, the 50SMAs could be backtested with an overthrow. ROC's should return to their respective Centerlines @ 0. Micro Counts completed, a reversal is to be anticipated. _______________________________________________________________________________ Any retracement higher will be met with further and intensifying SELLS. "Buy the Dip" will be crushed again, after this retracement. The VIX remains the Guide. Trade Safe and Prosperous. - HK
CBOE:VX1!
by HK_L61
12
VIX - OCT / VIX & VXNFrankly this is all we need to watch, the VIX has consistently been Bid into Settlement only to fall back to LT Support. Will we retest the Highs or come up short and continue the Institutional SELLs. ES - 4451.50 is the Support Level for ES / 3493 - 3498 - 3509 - 3512 - 3521 YM - 34527 Pivot / 34994 Objective NQ - 15388 Pivot for higher and Micro Support We are SOH until 10 AM EST and watching how Macro Data impacts Price levels. It will be all quiet until the FED next Wednesday. The buyers strike was filled on the Squeeze, is there Fuel left? We shall see. DX - DX/JPY - Yields indicate Risk Off remain in trade. Flip a Coin, it will depend on BR / VG / FED and Inst's sitting on Hands for higher levels. *** Our bias remains R I S K OFF at levels for reversals.
CBOE:VX1!
by HK_L61
14