Non-Commercial Speculators are net long more VIX futures contracts than ever before. We’ve discussed on several occasions using the CFTC’s “Commitment Of Traders” report as a…
Tagged $XIV
Is The Flurry Of 90% UP Days An “All Clear” Signal?
“Thrust Days” are said to be good markers of a stock market launch…are they? The other day, we looked at the recent spate of 90%…
Volatility Of Volatility Flies Off The Charts
The Volatility Index of the VIX just crushed its previous record high. We’ve spent the week pointing out some of the eye-opening readings dished out…
“Volatile Compression” May Lead To Short-Term Stock Gain, Long-Term Pain
On Friday, we posted a chart showing a rare occurrence of 2 consecutive inside days (i.e., the range is inside of the previous day’s range)…
For The VIX, It’s All About The Recovery
The faster VIX spikes are retraced, the better. (Correction made in the levels stated in the 2nd to last paragraph at 12:35 CST on 7/2/2015.)…
Bets On Volatility Rise The Highest Since 2008
There has been an odd trend of late in stock sentiment readings. Despite major averages that are near all-time highs, sentiment has dropped considerably across…
U.S. Stocks Still Spinning Their Wheels
We have spent quite a bit of ink in this blog recently covering various aspects, and potential implications of the ongoing range in the U.S.…
Despite Range Bound Market, Stock Volatility Expanding
In a post last week, we discussed the recent uptick in stock market volatility as measured by the number of 1% up and down days…
Rise in Stock Volatility Near the Highs May Be a Red Flag
After opening significantly lower today following the weak jobs report on Friday, the stock market turned sharply higher, trading up close to 1% before fading…
The S&P 500-VIX Standoff – Part 2
Earlier this month, we looked at the circumstances present at the time whereby the S&P 500 and the VIX (S&P 500 Volatility Index) were both…