VIX (MARCH) --> Friday overshoot?
Trade for 11th March (Mon) - 12th March (Tue)
UX1 went a bit of overshoot with Tech sold off, which also influenced by the weekly Option expiration (rather than Non-farm). However, there is no indication on fear in the market. Our model suggested it will still go compressing till Tuesday (post CPI data)
Entry price reference: 15.2 or higher (this is not at Open)
UX1 Indicative range: Low - High 14.5 - 16 (spread 0.7 - 1)
Stop loss: 15.7 post CPI data release on Tuesday
Profit take: 14.5
UX1 went a bit of overshoot with Tech sold off, which also influenced by the weekly Option expiration (rather than Non-farm). However, there is no indication on fear in the market. Our model suggested it will still go compressing till Tuesday (post CPI data)
Entry price reference: 15.2 or higher (this is not at Open)
UX1 Indicative range: Low - High 14.5 - 16 (spread 0.7 - 1)
Stop loss: 15.7 post CPI data release on Tuesday
Profit take: 14.5
评论:
15.2 is touched, so entered
评论:
14.5 was hit right after CPI data release (slightly hotter than expected), seems ppl dumping vol
Overall, 70bps PL
www.bloomberg.com/ne...-report-for-february
Overall, 70bps PL
www.bloomberg.com/ne...-report-for-february