VIX 03 (Mar 14 - Dec 23)

[winston]

"When the VIX has been high and breaks through support, it's time to buy.

When the VIX has been low and breaks through resistance, it's time to go".

Source: Investor Place

[winston]

Volatility Indexes Signal Continued Consolidation For The S&P 500

A look at the VIX suggests we're not yet ready for the next big surge

By John Jagerson and Wade Hansen

So, what do we expect the S&P 500 to do this week?

We think option 2 is going to play out, meaning we will see more consolidation in the S&P 500.

Source: Strategic Trader

https://investorplace.com/2020/09/vix-v ... h=nonbuyer

[winston]

Why this signal means the S&P 500 is running out of steam, Wall Street strategist says

By Callum Keown

“It is stunning to me how quickly the VIX has fallen, given the lack of a move higher the S&P 500 has seen” .

“If the VIX is already at the bottom of the range, which as we have talked about in the past, is around 21 to 23, then the S&P 500 will not have enough energy to push it [to] new highs,” Kramer said.

Source: Market Watch

https://www.marketwatch.com/story/why-t ... eid=yhoof2

[winston]

Is volatility giving a warning?

by Gary S.Wagner

Thus, although the ratio is not precise in nailing the very top because as said, tops take time, the current low readings warn that the S&P500 is closer to a significant, albeit interim, top, than a bottom.

Source: FX Empire

https://finance.yahoo.com/news/volatili ... 07320.html

[winston]

Stock Market Volatility Could Explode in 2022

by Greg Diamond

Focus on is the spread between stocks and interest rates during this period.

Paul Tudor Jones: “Prices move first, fundamentals second.”

Right now, the probabilities are very high – based on price and time – that volatility is going to explode in 2022.

Source: DailyWealth.com

https://dailytradealert.com/2022/01/20/ ... e-in-2022/

[winston]

What the “Fear Index” is Telling You to Do Now

by Shah Gilani

The VIX is calculated from prices traders and investors are paying for put and call options on the S&P 500 index (ticker symbol “SPX”).

The all -time low for the VIX on an intraday basis was 8.56 on November 24, 2017.

On the high side, the highest the VIX ever got on an intraday basis was 89.53 on October 24, 2008.

The long-term mean of the VIX is 20.

One standard deviation on the VIX is 8. With the mean being 20, a one standard deviation move would be to 28, a two standard deviations move would be to 36. Three standard deviations, a big move, would put the VIX at 44, four standard deviations is 52. At 89, it's an 8 standard deviation move.

Source: Total Wealth

https://dailytradealert.com/2022/09/17/ ... to-do-now/

[winston]

VIX/VIX3M

VIX is the measurement of the anticipated volatility being priced into S&P 500 options for the next 30 days.

VIX3M is the measurement of the anticipated volatility being priced into S&P 500 options for next 90 days.

The value of the VIX3M is usually higher than the value of the VIX.

In normal conditions, the VIX/VIX3M will have a value of less than 1.

But when traders are anxious about an immediate market drop, the value will rise above 1. This shows higher anxiety for the next 30 days compared to 90 days.

It's now above 1 and this indicator shows that maybe the SPX can go to about 3800 from the current level of around 3650.

Source: Investor Place

[winston]

New research claims the bear market won’t be over until the VIX says so.

by Mark Hulbert

According to one prominent investment firm’s analysis of the VIX, the stock market has not yet experienced the capitulation that typically signals the end of the bear market.

The VIX — the CBOE Volatility Index (VIX) —reflects option traders’ expectation of the S&P 500’s (SPX) volatility over the subsequent month, with higher levels indicating greater expected volatility.

Since 1990, the earliest year for which the CBOE has historical data for the VIX, its highest-ever close was 82.69 (in March 2020).

Source: Market Watch

https://finance.yahoo.com/m/e46aad4c-f4 ... -bear.html

[winston]

Our Crystal Ball Is Showing Contrarian Sentiment

by Jeff Clark

When VIX calls are far more expensive than the equivalent put options, it shows VIX option traders expect the index to move sharply higher over the next few weeks.

And a rising VIX (rising volatility) usually accompanies a falling stock market.

https://www.jeffclarktrader.com/market- ... sentiment/

[winston]

The VIX is Getting Dangerously Close to Generating a Broad Stock Market Sell Signal

by Jeff Clark

Source: Jeff Clark Trader

https://dailytradealert.com/2023/03/08/ ... ll-signal/