VVIX is the mother of volatility. It's already elevated, the initial shock and awe stage is done. SPX has to go down from here (which equates to more shock, awe and disbelief) for VVIX to rise substantially and for VIX futures & VIX options to behave accordingly.
Expecting a pullback (similar to my last
VIX chart) before rocketing much higher (March levels).
Keep in mind that the VIX futures curve shifted downwards yesterday while still maintaining backwardation (that's why
UVXY was down so much). Historical volatility is 18, now it's 38. If SPX rises, this will trigger the long vol guys who didn't position long vol.
Expecting a pullback (similar to my last
VIX chart) before rocketing much higher (March levels). Keep in mind that the VIX futures curve shifted downwards yesterday while still maintaining backwardation (that's why
UVXY was down so much). Historical volatility is 18, now it's 38. If SPX rises, this will trigger the long vol guys who didn't position long vol.
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这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。