Nearing levels where 1 day implied volatility spiked. Market concentration and poor volume leed to depressed vol
Nota
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
Nota
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
Nota
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.
La información y las publicaciones que ofrecemos, no implican ni constituyen un asesoramiento financiero, ni de inversión, trading o cualquier otro tipo de consejo o recomendación emitida o respaldada por TradingView. Puede obtener información adicional en las Condiciones de uso.