Archive for the ‘Analysis’ Category

Vix update 2/4

So much for the ”more fairly priced” comments. After that observation, the Vix promptly dropped 10%. There seems to be nothing that the market fears right now, and the vol reflects that. It is very low and pops up for

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Vix update 2/1

Vix stable at the 14.28 level , down only .04 for the day. The index seems a bit more fairly priced given the outside risks in the 14 + area than it was below 13. It was an easy call

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Vix update 1/31

Vix up sharply , almost 8% for the day. Fairly narrow range (.73) but the index closed on it’s high at 14.32 a 16%rise in the past 2 days. This is indicative of why a long vol position at the

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Vix update 1/30

There was a slightly larger range in the Vix yesterday, .84 cents, but the net result was if you didn’t sell it early then you probably didn’t sell it at all. The high for the day was shortly after the open and the index

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Vix update 1/29

The Vix climbed back over the 13 line as the markets became a bit less stable. Perhaps a changing focus is emerging from the earnings fray. The mid 12 area appears to have been a brief opportunity to buy some

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Vix update 1/24

  Nothing to see here , move along.  Narrow range , no real bounce from depressed levels. Very little else to say except the opportunity for a bounce is ever present and from this level it could be substantial, perhaps 30-50% in

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Vix update 1/23

It is the second day of the new “new normal” Vix range , with the index closing down .03 at 12.43. Absolutely no anxiety in the broad market has produced this extremely low trading range. No one here or abroad has much

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Vix update 1/22

Remember what was said about the “new normal” range last week?  Forget it, it was crap, the Vix collapsed a full 8% from it’s already low, low bottom of the 52 week range trading down to 12.29 before closing at

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Vix update 1/18

The Vix doesn’t seem to want to go down much further and continues to hover between 13 and 14.  After a brief flirtation with the 13 area it closed almost unchanged at 13.57. If you are long vol , you are being

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Vix update 1/17

 Another very narrow range day for Vix in the new normal world below 14 with a .56 cent range and a new 52 week closing low of 13.42. This is one of those times where vol longs will have their

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