TripleWitching

Volatility Trader

[TripleWitching @3witching]

Speculators continued to rise their short positions on $VIX futures in last week. Open interest slightly decreased

[TripleWitching @3witching]

$UVXY was two times up and three times down in the first ten days after reverse split #volatility $VIX

[TripleWitching @3witching]

$UVXY notched the second longest interval between two revers splits #volatility $VIX

[TripleWitching @3witching]

$UVXY is only 63 % down after 277 days since last reverse split, never happened before #volatility $VIX

[TripleWitching @3witching]

$VSTN index closed above 40, for the first time since last August, $VSTF-VSTN spread at record low $VXST $VIX

[TripleWitching @3witching]

spot $VIX closed at 21.17 yesterday, three times higher than $SPX 20HV #volatility

[TripleWitching @3witching]

@RussellRhoads @LivevolForums makes sense if Podemos will win Spanish election on Sunday 26

[TripleWitching @3witching]

$VIX futures M2-M1 finished in backwardation yesterday, after 81 days in contango, the 8th longest ever #volatility

[TripleWitching @3witching]

spot $VIX spiked above 20, but $SPX didn't drop bellow -1 %, it happened only in July 1993 #volatility

[TripleWitching @3witching]

Speculators kept the trend in increasing their short positons to $VIX futures last week. OI raised. #volatility

[TripleWitching @3witching]

spot $VIX closed the gap on Friday and may go higher next week #volatility

[TripleWitching @3witching]

$VXST / $VIX ratio which is negative correlated with $SPX, closed at 0.798, the lowest level ever #volatility $SPY

[TripleWitching @3witching]

@michaelsantoli Today is the last trading day before VIX Weeklys futures expiration, so spot VIX and VIX futures is converging to each othe

[TripleWitching @3witching]

Speculators slightly increased their short positions on $VIX futures last week. OI raised. #volatility #CFTC

[TripleWitching @3witching]

$UVXY is down -74 % from its last reverse split 5/20/2015, previous splits occured when was down from -75 to -89 %

[TripleWitching @3witching]

$VXST closed under 10 on Friday, which has occured only 14 times ever #volatility $VIX

[TripleWitching @3witching]

$VXST closed at 10.46 yesterday, the lowest level since July 17 last year #volatility $VIX

[TripleWitching @3witching]

$VIX Put/Call Ratio finished above 2, for the first time since Jan 23, 2015 #volatility

[TripleWitching @3witching]

$VIX / $VXMT ratio closed bellow 0.7, for the seventh time ever #volatility

[TripleWitching @3witching]

Speculators $VIX futures net long positions are at the lowest level since last August #volatility