VIX Index

[Trend]

.

[Arrow]

Ο VIX μόλις πλησίασε το 30 τον χτύπησε ηλεκτρικό ρεύμα...

[Stephanos]

26.97  Down 1.71 (-5.96%)

[drimonaios]

Έφθασε πάλι στη γνωστή βάση. Θα τη σπάσει αυτή τη φορά? Στο βάθος το 16 του Στέφανου.  ;)

[spl]

Isos irthe i ora ean ipaeksei anodiki kinisi tha kanei nea xamila ligo kato apo 20.

[spartan21]

Το τελευταίο περίπου 3μηνο, όταν βρίσκεται στο επίπεδο των 22-23 μον. αντιδρά ανοδικά.  Θα το επιχειρήσει πάλι?

[drimonaios]

Το ίδιο έκανε και σήμερα. Έφθασε μέχρι το 23,53, αλλά τελικά έκλεισε στο 23,01, ελαφρά χαμηλότερα από χθες. Παραμένει στη βάση. Εν αναμονή της επόμενης σημαντικής κίνησης.

[Stephanos]

21.66  Down 1.20 (-5.25%)

[spartan21]

 

[drimonaios]

Τελικά 21,72  -4,99%. Για να δούμε πόσο σύντομα θα πέσει κάτω από το 20.

[Arrow]

20.98   NEW LOW

[Arrow]

20.91

[laorm77]

Όσο χαμηλώνει υποτίθεται είναι ένδειξη ότι θα ανέβουν οι δείκτες,ε;
Μην παραχαμηλώσει μόνο.

[bekiaris]

Το εναντίον, όσο χαμηλώνει αυξάνει η πιθανότητα τοπικής ή μη κορυφής αν έχω καταλάβει σωστά!

[laorm77]

Αντιγράφω από το βιβλίο: A Complete Guide to Technical Trading Tactics, How to Profit Using Pivot Points, Candlesticks & Other Indicators - John L Person 2004


VIX
The volatility index, otherwise known as the VIX, is a relatively new indicator
that the CBOE introduced on January 19, 1993. It gained tremendous
popularity at the height of the stock market price boom in 1999–2000. The
VIX 167
CBOE lists and tracks this indicator as a measure of the level of implied
volatility for stock index options. It is simply used as another measure of
the overall volatility of the U.S. equity markets or the amount of market turmoil
that breeds fear. As a result, the VIX is sometimes known as the fear
indicator or the fear factor gauge.
The VIX was originally calculated by taking a weighted average of the
implied volatilities of eight S&P 100 index (OEX) calls and puts based on
the Black-Scholes option pricing model. These options normally have an
average time until expiration of 30 days, and the VIX is calculated and reported
on a minute-by-minute basis in real time.
The most widely used application of the VIX involves a reading between,
say, 24 to 20, a signal that volatility is low and suggesting there is complacency
in the market. This low reading generally occurs when the market is
at a high and is accepted as a sell signal. Moreover, if the stock market is
rising, the more confident investors are convinced that the trend will never
end. This condition is when the market is most vulnerable to a downturn or
correction.
Historically, readings below 20 are considered a red flag or a warning
signal to bulls, especially when the markets are in a rallying mode. Simply
put, a low VIX reading means that sellers of options prevail and are aggressive
and confident that the market will most likely not move. Buyers are not
interested in acquiring puts for protection against their core cash positions,
causing a decline in demand for options. In essence, the VIX acts like a contrarian
indicator. When there is a consensus that the market won't move or
that volatility will remain low, a believer in contrarian theory would conclude
that the opposite would be true.
This observation brings up an important point: A rise in volatility could
be from price increases as well as decreases. This point is important because
a low VIX reading does not always signal that prices will drop; prices
could rally and increase the volatility level. When prices of the stock market
were at extreme lows, the VIX was as high as 45 and even reached an intraday
high of 56 in July 2002. Based on VIX theory, as the markets declined,
the volatility increased as did the fear in the market. This high reading was
construed as a buy signal, indicating that the downturn was nearly complete.
At the very least, it was another warning not to get bearish in the hole.
The CBOE overhauled this index and began using a new formula on
September 22, 2003. This new formula provides the market's expectations of
volatility directly from index option prices rather than from the algorithm
that involved calculations of implied volatilities from the Black-Scholes option
pricing model. The new VIX is calculated using options on the S&P 500
index and now uses a wide range of strike prices. The original VIX is now
called the VXO and uses implied volatility from an option pricing model. The
168 MARKET SENTIMENT: What Traders Are Thinking
VXO will still be calculated and the information provided in real time on the
CBOE web site.
There is a slight difference in the way the two stack up. Using an annual
comparison basis, the old VIX (now the VXO) had a daily closing high in
2002 of 50.48 and a low that year of 19.25 while the new VIX put the high at
45.08 and the low at 17.40, according to CBOE officials.
The CBOE was scheduled to launch its first futures contract on this
newest derivative product in March 2004. As of December 4, 2003, the VIX
had hit a low of 15.77. According to theory this low reading may indicate
that volatility will rise, and traders can use the new VIX futures to start placing
bets on the actual price of the index itself.
How useful will this instrument be for speculators or even for those
looking to manage risk? Time will tell, but I believe a good bet is that volatility
will remain a constant in the stock markets. Maybe adding a volatility
component to a portfolio will work out to be a so-called sure thing. Of
course, remember the advice about something that sounds too good to be
true. It will be interesting to see how this market performs after the first
year in business.

[spartan21]

Δεν είχε κι πολύ άσχημο κλείσιμο...έπεται κι συνέχεια.

[spartan21]

http://bespokeinvest.typepad.com/bespoke/2009/10/will-the-vix-crack-20-soon.html

[drimonaios]

Κι όμως γύρισε θετικός στο τέλος: 21,49 (+0,28%). Day

[drimonaios]

Day's range 20,91-22,46. Αντίδραση στην προηγούμενη πτώση.

[Ceo]

Το εναντίον, όσο χαμηλώνει αυξάνει η πιθανότητα τοπικής ή μη κορυφής αν έχω καταλάβει σωστά!

etsi einai apo ena shmeio katw kai meta, xwris na apotelei kai aksiwma auto bebaia ...

[Arrow]

20.10

[drimonaios]

22,22, +6,32% day's range 20,10-22,48. Σημαντική αντιστροφή, παρ' ότι συχνά κάνει μεγάλες διακυμάνσεις. 

[spartan21]

24.31 (+9.16 %) , a breath away of MA(50).

[spartan21]

24.94( +2.59 ), slightly above MA(50).

[spartan21]

27.82 ( +12.04% ), seems like forming an expanding triangle and heading towards MA(200).

[Stephanos]

The VIX, the benchmark for U.S. stock options that is known as Wall Street's "fear gauge," tumbled 11 percent to 24.76 in its steepest slide since February amid reduced demand for protection against declines in equities.

[spartan21]

... and slightly above MA(50), forming a 2-day reversal.

[Arrow]

30.95   (25.00%)

Ο Φρέντυ Κρούγκερ ξανάρχεται...

[bekiaris]

Είναι καλό όταν πέφτουν οι μετοχές δυσανάλογα από ότι ανεβαίνει τούτος εδώ... δείνει χώρο για να πάμε πάνω όσο θα πέφτει....

[spartan21]

Slightly below of MA(200).

[Stephanos]

Μην του δίνετε περισσότερη αξία και σημασία απ όσο του αξίζει.

[Stephanos]

.

[Stephanos]

.

[Stephanos]

.

[Stephanos]

21.16