tag:blogger.com,1999:blog-897456774486153841.post1448976378276426733..comments2024-03-18T03:31:52.739-07:00Comments on VIX and More: VIX:VXV Ratio Moving Toward Bearish ZoneBill Lubyhttp://www.blogger.com/profile/01241003017364820134noreply@blogger.comBlogger7125tag:blogger.com,1999:blog-897456774486153841.post-69708542084533463292009-05-23T18:49:47.880-07:002009-05-23T18:49:47.880-07:00its a sell signal for the underlyingits a sell signal for the underlyingAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-67284683761878107962009-05-23T11:59:43.220-07:002009-05-23T11:59:43.220-07:00Sell of volatility or sell of the S&P and/or e...Sell of volatility or sell of the S&P and/or equities generally?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-28007375657213951082009-05-22T10:27:58.369-07:002009-05-22T10:27:58.369-07:00The futures string of vix contracts does give you ...The futures string of vix contracts does give you about the same thing as the VIX:VXV ratio. I have an indicator based on that very idea. Basically it looks at the slope of the current vix and the forward futures contracts. It's currently giving a sell.Johnnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-39573698499327121732009-05-21T19:41:29.835-07:002009-05-21T19:41:29.835-07:00Hi Bill. Fantastic blog. If you don't mind, what...Hi Bill. Fantastic blog. If you don't mind, what is the difference between the VXV and the vix/q9 contract? VXV is an index calculated using 90 day implieds on spx stocks. the 3rd month VIX is the markets guess of where 30 day vol will be in 60 days. they settled within 4 cents of each other today. (5/21) <br /><br />another question...<br />does the futures string of vix contracts give you the same idea as looking at front month spx options, 2nd month, etc? i like looking at the term structure of vol and i have been using the various VIX futures to do that. is that correct to do?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-39117137616520880592009-05-21T17:16:03.649-07:002009-05-21T17:16:03.649-07:00well... being long VIX worked on Thursday 5/21... ...well... being long VIX worked on Thursday 5/21... Nice trade.Johnhttps://www.blogger.com/profile/08474747770976362426noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-65854084159522191692009-05-21T12:15:34.585-07:002009-05-21T12:15:34.585-07:00Technically the VIX:VXV ratio can only confirm bea...Technically the VIX:VXV ratio can only confirm bearish with a close at or below 0.92 and given the current reading (about 0.99) that is not likely to happen.<br /><br />Cheers,<br /><br />-BillBill Lubyhttps://www.blogger.com/profile/01241003017364820134noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-83290796945320130842009-05-21T12:12:28.739-07:002009-05-21T12:12:28.739-07:00did it confirm bearish today?did it confirm bearish today?ivhttps://www.blogger.com/profile/10069550003556355585noreply@blogger.com