1 DAY VIX

14 juinNearing levels where 1 day implied volatility spiked.
Market concentration and poor volume leed to depressed vol

15 juil.

Commentaire

Despite the calm and seasonality, 1 day VIX hasn't made a new low. Levels to be watched, 16/17 range and the breaking of the downtrend line

1 août

Commentaire

Testing the upper part of the channel. If it consolidates above 18, probably means we have seen a market high in SPX that won't be revisited for a while

9 août

Commentaire

VIX futures have spiked over the trendline. This is a real proxy, not like the VIX spot, as it is built using actual trades on the SPX futures.