Monday, 1 February 2016

VIX continues to cool

With US equity indexes closing moderately mixed, the VIX remained broadly subdued, settling -1.1% @ 19.98. Near term outlook offers the 18s, with 17/16s next week.. if sp'1970s. Next major opportunity for hyper VIX upside is likely not until mid March.




*there was a 'rogue print' of 23.66 in the morning, and is arguably to be dismissed as such.

Little to add.

VIX looks set to continue melting lower into next week. It would seem the 18s are viable this week, 17/16s... next Wed/Thursday.

*I've eyes on TVIX-long, but will hold off at least until Yellen appears next Wed/Thursday

more later... on the indexes