VIX Crush

The Option Pit VIX Traffic Light Is Yellow: Volatility is likely to swing wildly

Hey Traders,

The VIX got smoked on Wednesday falling 2.27 points to 24.64.

The VIX futures fell almost in lockstep with the index.

In the end, the curve looks exactly like it did at the close on Tuesday … just several points lower.

So what does this mean?  

There are two main points…

  1. VIX traders were aggressively selling out of futures because they worried VIX could collapse.

In this scenario, VIX keeps falling and the futures slow down.

  1. The VIX curve is saying we could still pop.

Since the curve is still on top of itself, the market is telling us, “Hey … there is a lot of volatility.”

That is why VIX and futures are tied.

Regardless, the trade remains the same:

SPX vs VIX as a pair.

Want to learn how to do this …

Join me and Andrew LIVE tonight at 7 p.m. ET for the biggest trade opportunity of the year …

Your Only Option,

Mark Sebastian

 

 

Mark Sebastian

Mark Sebastian

Mark Sebastian is a former member of both the Chicago Board Options Exchange (CBOE) and the American Stock Exchange (AMEX), where he spent years mastering the art of options trading in the most competitive environment imaginable. As Chief Investment Officer at the hedge fund Karman Line Capital, Mark manages sophisticated options strategies for institutional clients. He is the author of two highly regarded books on options trading: ‘The Option Traders Hedge Fund’ and ‘Trading Options for Edge.’ Mark is a frequent guest on major financial networks including CNBC, Fox Business News, Bloomberg, and First Business News, where he provides expert commentary on market volatility and options strategies.

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About the Author

Mark Sebastian

Mark Sebastian

Former CBOE floor trader and CIO at Karman Line Capital. Author of ‘The Option Traders Hedge Fund’ with over 30 years of options trading experience.

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