Today we saw both the VIX futures and SP500 futures (ES) rise as the stock market hit new record highs.
SP500 at Record Highs
A spread chart of VIX and ES 1/1 ratio.
Today was the first day VIX H contract trading as the front month. There was a lot of pressure to push up VIX today.
The word in the pit was that there was a large call buyer in VIX betting on a rise to 16 by March.
The front Vix calendar hit a high of 1.94 on Monday and has since been going down, closing at 1.22 today.
3 comments:
Where did you go?
bro.....still alive. What's going on?
Hello,
HPT here. I'm still alive and trading.
I've been a professional trader for 10+ years now.
Maybe one day I will start blogging again.
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